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v2realbot/v2realbot/static/js/vbt/api/generic/nb/rolling/index.html
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David Brazda 671bc20586 new version vbt
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xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 20a7 7 0 0 1-7-7 7 7 0 0 1 7-7 7 7 0 0 1 7 7 7 7 0 0 1-7 7m7.03-12.61 1.42-1.42c-.45-.51-.9-.97-1.41-1.41L17.62 6c-1.55-1.26-3.5-2-5.62-2a9 9 0 0 0-9 9 9 9 0 0 0 9 9c5 0 9-4.03 9-9 0-2.12-.74-4.07-1.97-5.61M11 14h2V8h-2m4-7H9v2h6V1Z"/></svg> <span class=md-ellipsis> updater </span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../../data/custom/index.html class=md-nav__link> <span class=md-ellipsis> custom </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--active md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_7 checked> <label class=md-nav__link for=__nav_5_7 id=__nav_5_7_label tabindex> <span class=md-ellipsis> generic </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_7_label 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18c-.3-.86-.98-1.53-1.83-1.83.47-4 4.47-4.2 4.95-4.2v3L22 11m-11.37.59A7.632 7.632 0 0 0 6 10V7l-4 4 4 4v-3c1.34.03 2.63.5 3.64 1.4.25-.64.58-1.25.99-1.81Z"/></svg> <span class=md-ellipsis> accessors </span> </a> </li> <li class=md-nav__item> <a href=../../analyzable/index.html class=md-nav__link> <span class=md-ellipsis> analyzable </span> </a> </li> <li class=md-nav__item> <a href=../../decorators/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3H2m2 2h2v2H4V5m14 2h2v2h-2V7m0 8v3h-3v2h3v3h2v-3h3v-2h-3v-3h-2M8 17h2v2H8v-2Z"/></svg> <span class=md-ellipsis> decorators </span> </a> </li> <li class=md-nav__item> <a href=../../drawdowns/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> drawdowns </span> </a> </li> <li class=md-nav__item> <a href=../../enums/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M5 3h2v2H5v5a2 2 0 0 1-2 2 2 2 0 0 1 2 2v5h2v2H5c-1.07-.27-2-.9-2-2v-4a2 2 0 0 0-2-2H0v-2h1a2 2 0 0 0 2-2V5a2 2 0 0 1 2-2m14 0a2 2 0 0 1 2 2v4a2 2 0 0 0 2 2h1v2h-1a2 2 0 0 0-2 2v4a2 2 0 0 1-2 2h-2v-2h2v-5a2 2 0 0 1 2-2 2 2 0 0 1-2-2V5h-2V3h2m-7 12a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m-4 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m8 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1Z"/></svg> <span class=md-ellipsis> enums </span> </a> </li> <li class=md-nav__item> <a href=../../plots_builder/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M13.04 19.61a2.682 2.682 0 0 0-2.54-1.81c-1.5 0-2.7 1.2-2.7 2.7V22H4a2 2 0 0 1-2-2v-3.8h1.5c1.5 0 2.7-1.2 2.7-2.7S5 10.8 3.5 10.8H2V7c0-1.1.9-2 2-2h4V3.5a2.5 2.5 0 0 1 5 0V5h4a2 2 0 0 1 2 2v4h1.5a2.5 2.5 0 0 1 2.5 2.5c0 .32-.06.62-.17.89A5.991 5.991 0 0 0 19 13c-3.31 0-6 2.69-6 6 0 .2 0 .41.04.61M18 15v3h-3v2h3v3h2v-3h3v-2h-3v-3h-2Z"/></svg> <span class=md-ellipsis> plots_builder </span> </a> </li> <li class=md-nav__item> <a href=../../plotting/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M7.2 11.2c1.77 0 3.2 1.43 3.2 3.2 0 1.77-1.43 3.2-3.2 3.2-1.77 0-3.2-1.43-3.2-3.2 0-1.77 1.43-3.2 3.2-3.2m7.6 4.8a2 2 0 0 1 2 2 2 2 0 0 1-2 2 2 2 0 0 1-2-2 2 2 0 0 1 2-2m.4-12A4.8 4.8 0 0 1 20 8.8c0 2.65-2.15 4.8-4.8 4.8a4.8 4.8 0 0 1-4.8-4.8c0-2.65 2.15-4.8 4.8-4.8Z"/></svg> <span class=md-ellipsis> plotting </span> </a> </li> <li class=md-nav__item> <a href=../../price_records/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> price_records </span> </a> </li> <li class=md-nav__item> <a href=../../ranges/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> ranges </span> </a> </li> <li class=md-nav__item> <a href=../../stats_builder/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M13.04 19.61a2.682 2.682 0 0 0-2.54-1.81c-1.5 0-2.7 1.2-2.7 2.7V22H4a2 2 0 0 1-2-2v-3.8h1.5c1.5 0 2.7-1.2 2.7-2.7S5 10.8 3.5 10.8H2V7c0-1.1.9-2 2-2h4V3.5a2.5 2.5 0 0 1 5 0V5h4a2 2 0 0 1 2 2v4h1.5a2.5 2.5 0 0 1 2.5 2.5c0 .32-.06.62-.17.89A5.991 5.991 0 0 0 19 13c-3.31 0-6 2.69-6 6 0 .2 0 .41.04.61M18 15v3h-3v2h3v3h2v-3h3v-2h-3v-3h-2Z"/></svg> <span class=md-ellipsis> stats_builder </span> </a> </li> <li class=md-nav__item> <a href=../../sim_range/index.html class=md-nav__link> <span class=md-ellipsis> sim_range </span> </a> </li> <li class="md-nav__item md-nav__item--active md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_7_13 checked> <label class=md-nav__link for=__nav_5_7_13 id=__nav_5_7_13_label tabindex=0> <span class=md-ellipsis> nb </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=3 aria-labelledby=__nav_5_7_13_label aria-expanded=true> <label class=md-nav__title for=__nav_5_7_13> <span class="md-nav__icon md-icon"></span> nb </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> <li class=md-nav__item> <a href=../apply_reduce/index.html class=md-nav__link> <span class=md-ellipsis> apply_reduce </span> </a> </li> <li class=md-nav__item> <a href=../base/index.html class=md-nav__link> <span class=md-ellipsis> base </span> </a> </li> <li class=md-nav__item> <a href=../iter_/index.html class=md-nav__link> <span class=md-ellipsis> iter_ </span> </a> </li> <li class=md-nav__item> <a href=../patterns/index.html class=md-nav__link> <span class=md-ellipsis> patterns </span> </a> </li> <li class=md-nav__item> <a href=../records/index.html class=md-nav__link> <span class=md-ellipsis> records </span> </a> </li> <li class="md-nav__item md-nav__item--active"> <input class="md-nav__toggle md-toggle" type=checkbox id=__toc> <label class="md-nav__link md-nav__link--active" for=__toc> <span class=md-ellipsis> rolling </span> <span class="md-nav__icon md-icon"></span> </label> <a href=index.html class="md-nav__link md-nav__link--active"> <span class=md-ellipsis> rolling </span> </a> <nav class="md-nav md-nav--secondary" aria-label="Table of contents"> <label class=md-nav__title for=__toc> <span class="md-nav__icon md-icon"></span> Table of contents </label> <ul class=md-nav__list data-md-component=toc data-md-scrollfix> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.alpha_from_com_nb class=md-nav__link> <span class=md-ellipsis> alpha_from_com_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.alpha_from_halflife_nb class=md-nav__link> <span class=md-ellipsis> alpha_from_halflife_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.alpha_from_span_nb class=md-nav__link> <span class=md-ellipsis> alpha_from_span_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.alpha_from_wilder_nb class=md-nav__link> <span class=md-ellipsis> alpha_from_wilder_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.ewm_mean_1d_nb class=md-nav__link> <span class=md-ellipsis> ewm_mean_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.ewm_mean_acc_nb class=md-nav__link> <span class=md-ellipsis> ewm_mean_acc_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.ewm_mean_nb class=md-nav__link> <span class=md-ellipsis> ewm_mean_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.ewm_std_1d_nb class=md-nav__link> <span class=md-ellipsis> ewm_std_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.ewm_std_acc_nb class=md-nav__link> <span class=md-ellipsis> ewm_std_acc_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.ewm_std_nb class=md-nav__link> <span class=md-ellipsis> ewm_std_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.expanding_max_1d_nb class=md-nav__link> <span class=md-ellipsis> expanding_max_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.expanding_max_nb class=md-nav__link> <span class=md-ellipsis> expanding_max_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.expanding_min_1d_nb class=md-nav__link> <span class=md-ellipsis> expanding_min_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.expanding_min_nb class=md-nav__link> <span class=md-ellipsis> expanding_min_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.ma_1d_nb class=md-nav__link> <span class=md-ellipsis> ma_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.ma_nb class=md-nav__link> <span class=md-ellipsis> ma_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.msd_1d_nb class=md-nav__link> <span class=md-ellipsis> msd_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.msd_nb class=md-nav__link> <span class=md-ellipsis> msd_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_all_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_all_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_all_nb class=md-nav__link> <span class=md-ellipsis> rolling_all_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_any_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_any_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_any_nb class=md-nav__link> <span class=md-ellipsis> rolling_any_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_argmax_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_argmax_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_argmax_nb class=md-nav__link> <span class=md-ellipsis> rolling_argmax_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_argmin_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_argmin_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_argmin_nb class=md-nav__link> <span class=md-ellipsis> rolling_argmin_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_corr_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_corr_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_corr_acc_nb class=md-nav__link> <span class=md-ellipsis> rolling_corr_acc_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_corr_nb class=md-nav__link> <span class=md-ellipsis> rolling_corr_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_cov_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_cov_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_cov_acc_nb class=md-nav__link> <span class=md-ellipsis> rolling_cov_acc_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_cov_nb class=md-nav__link> <span class=md-ellipsis> rolling_cov_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_max_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_max_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_max_nb class=md-nav__link> <span class=md-ellipsis> rolling_max_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_mean_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_mean_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_mean_acc_nb class=md-nav__link> <span class=md-ellipsis> rolling_mean_acc_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_mean_nb class=md-nav__link> <span class=md-ellipsis> rolling_mean_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_min_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_min_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_min_nb class=md-nav__link> <span class=md-ellipsis> rolling_min_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_ols_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_ols_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_ols_acc_nb class=md-nav__link> <span class=md-ellipsis> rolling_ols_acc_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_ols_nb class=md-nav__link> <span class=md-ellipsis> rolling_ols_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_pattern_similarity_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_pattern_similarity_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_pattern_similarity_nb class=md-nav__link> <span class=md-ellipsis> rolling_pattern_similarity_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_prod_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_prod_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_prod_acc_nb class=md-nav__link> <span class=md-ellipsis> rolling_prod_acc_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_prod_nb class=md-nav__link> <span class=md-ellipsis> rolling_prod_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_rank_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_rank_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_rank_nb class=md-nav__link> <span class=md-ellipsis> rolling_rank_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_std_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_std_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_std_acc_nb class=md-nav__link> <span class=md-ellipsis> rolling_std_acc_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_std_nb class=md-nav__link> <span class=md-ellipsis> rolling_std_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_sum_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_sum_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_sum_acc_nb class=md-nav__link> <span class=md-ellipsis> rolling_sum_acc_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_sum_nb class=md-nav__link> <span class=md-ellipsis> rolling_sum_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_zscore_1d_nb class=md-nav__link> <span class=md-ellipsis> rolling_zscore_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_zscore_acc_nb class=md-nav__link> <span class=md-ellipsis> rolling_zscore_acc_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.rolling_zscore_nb class=md-nav__link> <span class=md-ellipsis> rolling_zscore_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.vidya_1d_nb class=md-nav__link> <span class=md-ellipsis> vidya_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.vidya_acc_nb class=md-nav__link> <span class=md-ellipsis> vidya_acc_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.vidya_nb class=md-nav__link> <span class=md-ellipsis> vidya_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.wm_mean_1d_nb class=md-nav__link> <span class=md-ellipsis> wm_mean_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.wm_mean_acc_nb class=md-nav__link> <span class=md-ellipsis> wm_mean_acc_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.wm_mean_nb class=md-nav__link> <span class=md-ellipsis> wm_mean_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.wwm_mean_1d_nb class=md-nav__link> <span class=md-ellipsis> wwm_mean_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.wwm_mean_nb class=md-nav__link> <span class=md-ellipsis> wwm_mean_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.wwm_std_1d_nb class=md-nav__link> <span class=md-ellipsis> wwm_std_1d_nb() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.nb.rolling.wwm_std_nb class=md-nav__link> <span class=md-ellipsis> wwm_std_nb() </span> </a> </li> </ul> </nav> </li> <li class=md-nav__item> <a href=../sim_range/index.html class=md-nav__link> <span class=md-ellipsis> sim_range </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../splitting/index.html class=md-nav__link> <span class=md-ellipsis> splitting </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_8> <label class=md-nav__link for=__nav_5_8 id=__nav_5_8_label tabindex> <span class=md-ellipsis> indicators </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_8_label aria-expanded=false> <label class=md-nav__title for=__nav_5_8> <span class="md-nav__icon md-icon"></span> indicators </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../indicators/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m3 14 .5.07L8.07 9.5a1.95 1.95 0 0 1 .52-1.91c.78-.79 2.04-.79 2.82 0 .53.52.7 1.26.52 1.91l2.57 2.57.5-.07c.18 0 .35 0 .5.07l3.57-3.57C19 8.35 19 8.18 19 8a2 2 0 0 1 2-2 2 2 0 0 1 2 2 2 2 0 0 1-2 2c-.18 0-.35 0-.5-.07l-3.57 3.57c.07.15.07.32.07.5a2 2 0 0 1-2 2 2 2 0 0 1-2-2l.07-.5-2.57-2.57c-.32.07-.68.07-1 0L4.93 15.5 5 16a2 2 0 0 1-2 2 2 2 0 0 1-2-2 2 2 0 0 1 2-2Z"/></svg> <span class=md-ellipsis> indicators </span> </a> </li> <li class=md-nav__item> <a href=../../../indicators/configs/index.html class=md-nav__link> <span class=md-ellipsis> configs </span> </a> </li> <li class=md-nav__item> <a href=../../../indicators/enums/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M5 3h2v2H5v5a2 2 0 0 1-2 2 2 2 0 0 1 2 2v5h2v2H5c-1.07-.27-2-.9-2-2v-4a2 2 0 0 0-2-2H0v-2h1a2 2 0 0 0 2-2V5a2 2 0 0 1 2-2m14 0a2 2 0 0 1 2 2v4a2 2 0 0 0 2 2h1v2h-1a2 2 0 0 0-2 2v4a2 2 0 0 1-2 2h-2v-2h2v-5a2 2 0 0 1 2-2 2 2 0 0 1-2-2V5h-2V3h2m-7 12a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m-4 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m8 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1Z"/></svg> <span class=md-ellipsis> enums </span> </a> </li> <li class=md-nav__item> <a href=../../../indicators/expr/index.html class=md-nav__link> <span class=md-ellipsis> expr </span> </a> </li> <li class=md-nav__item> <a href=../../../indicators/factory/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M4 18v2h4v-2H4m0-4v2h10v-2H4m6 4v2h4v-2h-4m6-4v2h4v-2h-4m0 4v2h4v-2h-4M2 22V8l5 4V8l5 4V8l5 4 1-10h3l1 10v10H2Z"/></svg> <span class=md-ellipsis> factory </span> </a> </li> <li class=md-nav__item> <a href=../../../indicators/nb/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> <li class=md-nav__item> <a href=../../../indicators/talib_/index.html class=md-nav__link> <span class=md-ellipsis> talib_ </span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../../indicators/custom/index.html class=md-nav__link> <span class=md-ellipsis> custom </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_9> <label class=md-nav__link for=__nav_5_9 id=__nav_5_9_label tabindex> <span class=md-ellipsis> labels </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_9_label aria-expanded=false> <label class=md-nav__title for=__nav_5_9> <span class="md-nav__icon md-icon"></span> labels </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../labels/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M4 18h9l-2 2H4c-.5 0-1.03-.21-1.41-.59C2.21 19.03 2 18.5 2 18V8h2v10M17.63 4.84C17.27 4.33 16.67 4 16 4H8c-1.1 0-2 .9-2 2v8c0 1.1.9 2 2 2h8c.67 0 1.27-.34 1.63-.85L22 10l-4.37-5.16M16 14H8V6h8l3.55 4Z"/></svg> <span class=md-ellipsis> labels </span> </a> </li> <li class=md-nav__item> <a href=../../../labels/enums/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M5 3h2v2H5v5a2 2 0 0 1-2 2 2 2 0 0 1 2 2v5h2v2H5c-1.07-.27-2-.9-2-2v-4a2 2 0 0 0-2-2H0v-2h1a2 2 0 0 0 2-2V5a2 2 0 0 1 2-2m14 0a2 2 0 0 1 2 2v4a2 2 0 0 0 2 2h1v2h-1a2 2 0 0 0-2 2v4a2 2 0 0 1-2 2h-2v-2h2v-5a2 2 0 0 1 2-2 2 2 0 0 1-2-2V5h-2V3h2m-7 12a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m-4 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m8 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1Z"/></svg> <span class=md-ellipsis> enums </span> </a> </li> <li class=md-nav__item> <a href=../../../labels/nb/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../../labels/generators/index.html class=md-nav__link> <span class=md-ellipsis> generators </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_10> <label class=md-nav__link for=__nav_5_10 id=__nav_5_10_label tabindex> <span class=md-ellipsis> messaging </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_10_label aria-expanded=false> <label class=md-nav__title for=__nav_5_10> <span class="md-nav__icon md-icon"></span> messaging </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../messaging/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M20 2a2 2 0 0 1 2 2v12a2 2 0 0 1-2 2H6l-4 4V4a2 2 0 0 1 2-2h16M4 4v13.17L5.17 16H20V4H4m2 3h12v2H6V7m0 4h9v2H6v-2Z"/></svg> <span class=md-ellipsis> messaging </span> </a> </li> <li class=md-nav__item> <a href=../../../messaging/telegram/index.html class=md-nav__link> <span class=md-ellipsis> telegram </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_11> <label class=md-nav__link for=__nav_5_11 id=__nav_5_11_label tabindex> <span class=md-ellipsis> ohlcv </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_11_label aria-expanded=false> <label class=md-nav__title for=__nav_5_11> <span class="md-nav__icon md-icon"></span> ohlcv </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../ohlcv/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2v3h2v14H8v3H6v-3H4V5h2V2h2m8 0v5h-2v10h2v5h2v-5h2V7h-2V2h-2Z"/></svg> <span class=md-ellipsis> ohlcv </span> </a> </li> <li class=md-nav__item> <a href=../../../ohlcv/accessors/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M11 5H8l4-4 4 4h-3v4.43c-.75.46-1.42 1.03-2 1.69V5m11 6-4-4v3a6.747 6.747 0 0 0-7 6.17A3.006 3.006 0 0 0 9.17 20 3.006 3.006 0 0 0 13 21.83 3.01 3.01 0 0 0 14.83 18c-.3-.86-.98-1.53-1.83-1.83.47-4 4.47-4.2 4.95-4.2v3L22 11m-11.37.59A7.632 7.632 0 0 0 6 10V7l-4 4 4 4v-3c1.34.03 2.63.5 3.64 1.4.25-.64.58-1.25.99-1.81Z"/></svg> <span class=md-ellipsis> accessors </span> </a> </li> <li class=md-nav__item> <a href=../../../ohlcv/nb/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_12> <label class=md-nav__link for=__nav_5_12 id=__nav_5_12_label tabindex> <span class=md-ellipsis> portfolio </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_12_label aria-expanded=false> <label class=md-nav__title for=__nav_5_12> <span class="md-nav__icon md-icon"></span> portfolio </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../portfolio/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M17.45 15.18 22 7.31V21H2V3h2v12.54L9.5 6 16 9.78l4.24-7.33 1.73 1-5.23 9.05-6.51-3.75L4.31 19h2.26l4.39-7.56 6.49 3.74Z"/></svg> <span class=md-ellipsis> portfolio </span> </a> </li> <li class=md-nav__item> <a href=../../../portfolio/base/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3M4 5h2v2H4m14 0h2v2h-2M8 17h2v2H8Z"/></svg> <span class=md-ellipsis> base </span> </a> </li> <li class=md-nav__item> <a href=../../../portfolio/call_seq/index.html class=md-nav__link> <span class=md-ellipsis> call_seq </span> </a> </li> <li class=md-nav__item> <a href=../../../portfolio/chunking/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M18 16v-3h-3v9h-2V2h2v9h3V8l4 4-4 4M2 12l4 4v-3h3v9h2V2H9v9H6V8l-4 4Z"/></svg> <span class=md-ellipsis> chunking </span> </a> </li> <li class=md-nav__item> <a href=../../../portfolio/decorators/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3H2m2 2h2v2H4V5m14 2h2v2h-2V7m0 8v3h-3v2h3v3h2v-3h3v-2h-3v-3h-2M8 17h2v2H8v-2Z"/></svg> <span class=md-ellipsis> decorators </span> </a> </li> <li class=md-nav__item> <a href=../../../portfolio/enums/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M5 3h2v2H5v5a2 2 0 0 1-2 2 2 2 0 0 1 2 2v5h2v2H5c-1.07-.27-2-.9-2-2v-4a2 2 0 0 0-2-2H0v-2h1a2 2 0 0 0 2-2V5a2 2 0 0 1 2-2m14 0a2 2 0 0 1 2 2v4a2 2 0 0 0 2 2h1v2h-1a2 2 0 0 0-2 2v4a2 2 0 0 1-2 2h-2v-2h2v-5a2 2 0 0 1 2-2 2 2 0 0 1-2-2V5h-2V3h2m-7 12a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m-4 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m8 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1Z"/></svg> <span class=md-ellipsis> enums </span> </a> </li> <li class=md-nav__item> <a href=../../../portfolio/logs/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> logs </span> </a> </li> <li class=md-nav__item> <a href=../../../portfolio/orders/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> orders </span> </a> </li> <li class=md-nav__item> <a href=../../../portfolio/preparing/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M18 4V3a1 1 0 0 0-1-1H5a1 1 0 0 0-1 1v4a1 1 0 0 0 1 1h12a1 1 0 0 0 1-1V6h1v4H9v11a1 1 0 0 0 1 1h2a1 1 0 0 0 1-1v-9h8V4h-3Z"/></svg> <span class=md-ellipsis> preparing </span> </a> </li> <li class=md-nav__item> <a href=../../../portfolio/trades/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> trades </span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../../portfolio/nb/index.html class=md-nav__link> <span class=md-ellipsis> nb </span> <span class="md-nav__icon md-icon"></span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../../portfolio/pfopt/index.html class=md-nav__link> <span class=md-ellipsis> pfopt </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_13> <label class=md-nav__link for=__nav_5_13 id=__nav_5_13_label tabindex> <span class=md-ellipsis> px </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_13_label aria-expanded=false> <label class=md-nav__title for=__nav_5_13> <span class="md-nav__icon md-icon"></span> px </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../px/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M7.2 11.2c1.77 0 3.2 1.43 3.2 3.2 0 1.77-1.43 3.2-3.2 3.2-1.77 0-3.2-1.43-3.2-3.2 0-1.77 1.43-3.2 3.2-3.2m7.6 4.8a2 2 0 0 1 2 2 2 2 0 0 1-2 2 2 2 0 0 1-2-2 2 2 0 0 1 2-2m.4-12A4.8 4.8 0 0 1 20 8.8c0 2.65-2.15 4.8-4.8 4.8a4.8 4.8 0 0 1-4.8-4.8c0-2.65 2.15-4.8 4.8-4.8Z"/></svg> <span class=md-ellipsis> px </span> </a> </li> <li class=md-nav__item> <a href=../../../px/accessors/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M11 5H8l4-4 4 4h-3v4.43c-.75.46-1.42 1.03-2 1.69V5m11 6-4-4v3a6.747 6.747 0 0 0-7 6.17A3.006 3.006 0 0 0 9.17 20 3.006 3.006 0 0 0 13 21.83 3.01 3.01 0 0 0 14.83 18c-.3-.86-.98-1.53-1.83-1.83.47-4 4.47-4.2 4.95-4.2v3L22 11m-11.37.59A7.632 7.632 0 0 0 6 10V7l-4 4 4 4v-3c1.34.03 2.63.5 3.64 1.4.25-.64.58-1.25.99-1.81Z"/></svg> <span class=md-ellipsis> accessors </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_14> <label class=md-nav__link for=__nav_5_14 id=__nav_5_14_label tabindex> <span class=md-ellipsis> records </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_14_label aria-expanded=false> <label class=md-nav__title for=__nav_5_14> <span class="md-nav__icon md-icon"></span> records </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../records/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> records </span> </a> </li> <li class=md-nav__item> <a href=../../../records/base/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3M4 5h2v2H4m14 0h2v2h-2M8 17h2v2H8Z"/></svg> <span class=md-ellipsis> base </span> </a> </li> <li class=md-nav__item> <a href=../../../records/chunking/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M18 16v-3h-3v9h-2V2h2v9h3V8l4 4-4 4M2 12l4 4v-3h3v9h2V2H9v9H6V8l-4 4Z"/></svg> <span class=md-ellipsis> chunking </span> </a> </li> <li class=md-nav__item> <a href=../../../records/col_mapper/index.html class=md-nav__link> <span class=md-ellipsis> col_mapper </span> </a> </li> <li class=md-nav__item> <a href=../../../records/decorators/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3H2m2 2h2v2H4V5m14 2h2v2h-2V7m0 8v3h-3v2h3v3h2v-3h3v-2h-3v-3h-2M8 17h2v2H8v-2Z"/></svg> <span class=md-ellipsis> decorators </span> </a> </li> <li class=md-nav__item> <a href=../../../records/mapped_array/index.html class=md-nav__link> <span class=md-ellipsis> mapped_array </span> </a> </li> <li class=md-nav__item> <a href=../../../records/nb/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_15> <label class=md-nav__link for=__nav_5_15 id=__nav_5_15_label tabindex> <span class=md-ellipsis> registries </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_15_label aria-expanded=false> <label class=md-nav__title for=__nav_5_15> <span class="md-nav__icon md-icon"></span> registries </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../registries/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m17 21-2.75-3 1.16-1.16L17 18.43l3.59-3.59 1.16 1.41M12.8 21H5a2 2 0 0 1-2-2V5c0-1.11.89-2 2-2h14a2 2 0 0 1 2 2v7.8c-.88-.51-1.91-.8-3-.8l-1 .08V11H7v2h7.69A5.983 5.983 0 0 0 12 18c0 1.09.29 2.12.8 3m-.8-6H7v2h5m5-10H7v2h10"/></svg> <span class=md-ellipsis> registries </span> </a> </li> <li class=md-nav__item> <a href=../../../registries/ca_registry/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m19 8-4 4h3a6 6 0 0 1-6 6c-1 0-1.97-.25-2.8-.7l-1.46 1.46A7.93 7.93 0 0 0 12 20a8 8 0 0 0 8-8h3M6 12a6 6 0 0 1 6-6c1 0 1.97.25 2.8.7l1.46-1.46A7.93 7.93 0 0 0 12 4a8 8 0 0 0-8 8H1l4 4 4-4"/></svg> <span class=md-ellipsis> ca_registry </span> </a> </li> <li class=md-nav__item> <a href=../../../registries/ch_registry/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M18 16v-3h-3v9h-2V2h2v9h3V8l4 4-4 4M2 12l4 4v-3h3v9h2V2H9v9H6V8l-4 4Z"/></svg> <span class=md-ellipsis> ch_registry </span> </a> </li> <li class=md-nav__item> <a href=../../../registries/jit_registry/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 16a3 3 0 0 1-3-3c0-1.12.61-2.1 1.5-2.61l9.71-5.62-5.53 9.58c-.5.98-1.51 1.65-2.68 1.65m0-13c1.81 0 3.5.5 4.97 1.32l-2.1 1.21C14 5.19 13 5 12 5a8 8 0 0 0-8 8c0 2.21.89 4.21 2.34 5.65h.01c.39.39.39 1.02 0 1.41-.39.39-1.03.39-1.42.01A9.969 9.969 0 0 1 2 13 10 10 0 0 1 12 3m10 10c0 2.76-1.12 5.26-2.93 7.07-.39.38-1.02.38-1.41-.01a.996.996 0 0 1 0-1.41A7.95 7.95 0 0 0 20 13c0-1-.19-2-.54-2.9L20.67 8C21.5 9.5 22 11.18 22 13Z"/></svg> <span class=md-ellipsis> jit_registry </span> </a> </li> <li class=md-nav__item> <a href=../../../registries/pbar_registry/index.html class=md-nav__link> <span class=md-ellipsis> pbar_registry </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_16> <label class=md-nav__link for=__nav_5_16 id=__nav_5_16_label tabindex> <span class=md-ellipsis> returns </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_16_label aria-expanded=false> <label class=md-nav__title for=__nav_5_16> <span class="md-nav__icon md-icon"></span> returns </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../returns/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m16 11.78 4.24-7.33 1.73 1-5.23 9.05-6.51-3.75L5.46 19H22v2H2V3h2v14.54L9.5 8l6.5 3.78Z"/></svg> <span class=md-ellipsis> returns </span> </a> </li> <li class=md-nav__item> <a href=../../../returns/accessors/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M11 5H8l4-4 4 4h-3v4.43c-.75.46-1.42 1.03-2 1.69V5m11 6-4-4v3a6.747 6.747 0 0 0-7 6.17A3.006 3.006 0 0 0 9.17 20 3.006 3.006 0 0 0 13 21.83 3.01 3.01 0 0 0 14.83 18c-.3-.86-.98-1.53-1.83-1.83.47-4 4.47-4.2 4.95-4.2v3L22 11m-11.37.59A7.632 7.632 0 0 0 6 10V7l-4 4 4 4v-3c1.34.03 2.63.5 3.64 1.4.25-.64.58-1.25.99-1.81Z"/></svg> <span class=md-ellipsis> accessors </span> </a> </li> <li class=md-nav__item> <a href=../../../returns/enums/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M5 3h2v2H5v5a2 2 0 0 1-2 2 2 2 0 0 1 2 2v5h2v2H5c-1.07-.27-2-.9-2-2v-4a2 2 0 0 0-2-2H0v-2h1a2 2 0 0 0 2-2V5a2 2 0 0 1 2-2m14 0a2 2 0 0 1 2 2v4a2 2 0 0 0 2 2h1v2h-1a2 2 0 0 0-2 2v4a2 2 0 0 1-2 2h-2v-2h2v-5a2 2 0 0 1 2-2 2 2 0 0 1-2-2V5h-2V3h2m-7 12a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m-4 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m8 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1Z"/></svg> <span class=md-ellipsis> enums </span> </a> </li> <li class=md-nav__item> <a href=../../../returns/nb/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> <li class=md-nav__item> <a href=../../../returns/qs_adapter/index.html class=md-nav__link> <span class=md-ellipsis> qs_adapter </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_17> <label class=md-nav__link for=__nav_5_17 id=__nav_5_17_label tabindex> <span class=md-ellipsis> signals </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_17_label aria-expanded=false> <label class=md-nav__title for=__nav_5_17> <span class="md-nav__icon md-icon"></span> signals </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../signals/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 10c-1.1 0-2 .9-2 2s.9 2 2 2 2-.9 2-2-.9-2-2-2m6 2c0-3.3-2.7-6-6-6s-6 2.7-6 6c0 2.2 1.2 4.1 3 5.2l1-1.7c-1.2-.7-2-2-2-3.4 0-2.2 1.8-4 4-4s4 1.8 4 4c0 1.5-.8 2.8-2 3.4l1 1.7c1.8-1 3-3 3-5.2M12 2C6.5 2 2 6.5 2 12c0 3.7 2 6.9 5 8.6l1-1.7c-2.4-1.4-4-4-4-6.9 0-4.4 3.6-8 8-8s8 3.6 8 8c0 3-1.6 5.5-4 6.9l1 1.7c3-1.7 5-4.9 5-8.6 0-5.5-4.5-10-10-10Z"/></svg> <span class=md-ellipsis> signals </span> </a> </li> <li class=md-nav__item> <a href=../../../signals/accessors/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M11 5H8l4-4 4 4h-3v4.43c-.75.46-1.42 1.03-2 1.69V5m11 6-4-4v3a6.747 6.747 0 0 0-7 6.17A3.006 3.006 0 0 0 9.17 20 3.006 3.006 0 0 0 13 21.83 3.01 3.01 0 0 0 14.83 18c-.3-.86-.98-1.53-1.83-1.83.47-4 4.47-4.2 4.95-4.2v3L22 11m-11.37.59A7.632 7.632 0 0 0 6 10V7l-4 4 4 4v-3c1.34.03 2.63.5 3.64 1.4.25-.64.58-1.25.99-1.81Z"/></svg> <span class=md-ellipsis> accessors </span> </a> </li> <li class=md-nav__item> <a href=../../../signals/enums/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M5 3h2v2H5v5a2 2 0 0 1-2 2 2 2 0 0 1 2 2v5h2v2H5c-1.07-.27-2-.9-2-2v-4a2 2 0 0 0-2-2H0v-2h1a2 2 0 0 0 2-2V5a2 2 0 0 1 2-2m14 0a2 2 0 0 1 2 2v4a2 2 0 0 0 2 2h1v2h-1a2 2 0 0 0-2 2v4a2 2 0 0 1-2 2h-2v-2h2v-5a2 2 0 0 1 2-2 2 2 0 0 1-2-2V5h-2V3h2m-7 12a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m-4 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m8 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1Z"/></svg> <span class=md-ellipsis> enums </span> </a> </li> <li class=md-nav__item> <a href=../../../signals/factory/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M4 18v2h4v-2H4m0-4v2h10v-2H4m6 4v2h4v-2h-4m6-4v2h4v-2h-4m0 4v2h4v-2h-4M2 22V8l5 4V8l5 4V8l5 4 1-10h3l1 10v10H2Z"/></svg> <span class=md-ellipsis> factory </span> </a> </li> <li class=md-nav__item> <a href=../../../signals/nb/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../../signals/generators/index.html class=md-nav__link> <span class=md-ellipsis> generators </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_18> <label class=md-nav__link for=__nav_5_18 id=__nav_5_18_label tabindex> <span class=md-ellipsis> utils </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_18_label aria-expanded=false> <label class=md-nav__title for=__nav_5_18> <span class="md-nav__icon md-icon"></span> utils </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../utils/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m21.71 20.29-1.42 1.42a1 1 0 0 1-1.41 0L7 9.85A3.81 3.81 0 0 1 6 10a4 4 0 0 1-3.78-5.3l2.54 2.54.53-.53 1.42-1.42.53-.53L4.7 2.22A4 4 0 0 1 10 6a3.81 3.81 0 0 1-.15 1l11.86 11.88a1 1 0 0 1 0 1.41M2.29 18.88a1 1 0 0 0 0 1.41l1.42 1.42a1 1 0 0 0 1.41 0l5.47-5.46-2.83-2.83M20 2l-4 2v2l-2.17 2.17 2 2L18 8h2l2-4Z"/></svg> <span class=md-ellipsis> utils </span> </a> </li> <li class=md-nav__item> <a href=../../../utils/annotations/index.html class=md-nav__link> <span class=md-ellipsis> annotations </span> </a> </li> <li class=md-nav__item> <a href=../../../utils/array_/index.html class=md-nav__link> <span class=md-ellipsis> array_ </span> </a> </li> <li class=md-nav__item> <a href=../../../utils/attr_/index.html class=md-nav__link> <span class=md-ellipsis> attr_ </span> </a> </li> <li class=md-nav__item> <a href=../../../utils/caching/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m19 8-4 4h3a6 6 0 0 1-6 6c-1 0-1.97-.25-2.8-.7l-1.46 1.46A7.93 7.93 0 0 0 12 20a8 8 0 0 0 8-8h3M6 12a6 6 0 0 1 6-6c1 0 1.97.25 2.8.7l1.46-1.46A7.93 7.93 0 0 0 12 4a8 8 0 0 0-8 8H1l4 4 4-4"/></svg> <span class=md-ellipsis> caching </span> </a> </li> <li class=md-nav__item> <a href=../../../utils/chaining/index.html class=md-nav__link> <span class=md-ellipsis> chaining </span> </a> </li> <li class=md-nav__item> <a href=../../../utils/checks/index.html class=md-nav__link> <span class=md-ellipsis> checks </span> </a> </li> <li class=md-nav__item> <a href=../../../utils/chunking/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M18 16v-3h-3v9h-2V2h2v9h3V8l4 4-4 4M2 12l4 4v-3h3v9h2V2H9v9H6V8l-4 4Z"/></svg> <span class=md-ellipsis> chunking </span> </a> </li> <li class=md-nav__item> <a 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class=md-nav__item> <a href=../../../utils/template/index.html class=md-nav__link> <span class=md-ellipsis> template </span> </a> </li> </ul> </nav> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../../../cookbook/overview/index.html class=md-nav__link> <span class=md-ellipsis> Cookbook </span> <span class="md-nav__icon md-icon"></span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../../../terms/terms-of-use/index.html class=md-nav__link> <span class=md-ellipsis> Terms </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </div> </div> </div> <div class=md-content data-md-component=content> <nav class=md-path aria-label=Navigation> <ol class=md-path__list> <li class=md-path__item> <a href=../../../index.html class=md-path__link> <span class=md-ellipsis> API </span> </a> </li> <li class=md-path__item> <a href=../../index.html class=md-path__link> <span class=md-ellipsis> generic </span> </a> </li> <li class=md-path__item> <a href=../index.html class=md-path__link> <span class=md-ellipsis> nb </span> </a> </li> </ol> </nav> <article class="md-content__inner md-typeset"> <nav class=md-tags> <span class=md-tag>numba</span> <span class=md-tag>rolling</span> </nav> <h1 id=vectorbtpro.generic.nb.rolling>rolling <span class=dobjtype>module</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling title="Permanent link">&para;</a></h1> <p>Generic Numba-compiled functions for rolling and expanding windows.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.alpha_from_com_nb>alpha_from_com_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L538-L541 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.alpha_from_com_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-0-1><a id=__codelineno-0-1 name=__codelineno-0-1 href=#__codelineno-0-1></a><span class=n>alpha_from_com_nb</span><span class=p>(</span>
</span><span id=__span-0-2><a id=__codelineno-0-2 name=__codelineno-0-2 href=#__codelineno-0-2></a> <span class=n>com</span>
</span><span id=__span-0-3><a id=__codelineno-0-3 name=__codelineno-0-3 href=#__codelineno-0-3></a><span class=p>)</span>
</span></code></pre></div> <p>Get the smoothing factor <code>alpha</code> from a center of mass.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.alpha_from_halflife_nb>alpha_from_halflife_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L551-L554 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.alpha_from_halflife_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-1-1><a id=__codelineno-1-1 name=__codelineno-1-1 href=#__codelineno-1-1></a><span class=n>alpha_from_halflife_nb</span><span class=p>(</span>
</span><span id=__span-1-2><a id=__codelineno-1-2 name=__codelineno-1-2 href=#__codelineno-1-2></a> <span class=n>halflife</span>
</span><span id=__span-1-3><a id=__codelineno-1-3 name=__codelineno-1-3 href=#__codelineno-1-3></a><span class=p>)</span>
</span></code></pre></div> <p>Get the smoothing factor <code>alpha</code> from a half-life.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.alpha_from_span_nb>alpha_from_span_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L544-L548 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.alpha_from_span_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-2-1><a id=__codelineno-2-1 name=__codelineno-2-1 href=#__codelineno-2-1></a><span class=n>alpha_from_span_nb</span><span class=p>(</span>
</span><span id=__span-2-2><a id=__codelineno-2-2 name=__codelineno-2-2 href=#__codelineno-2-2></a> <span class=n>span</span>
</span><span id=__span-2-3><a id=__codelineno-2-3 name=__codelineno-2-3 href=#__codelineno-2-3></a><span class=p>)</span>
</span></code></pre></div> <p>Get the smoothing factor <code>alpha</code> from a span.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.alpha_from_wilder_nb>alpha_from_wilder_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L557-L560 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.alpha_from_wilder_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-3-1><a id=__codelineno-3-1 name=__codelineno-3-1 href=#__codelineno-3-1></a><span class=n>alpha_from_wilder_nb</span><span class=p>(</span>
</span><span id=__span-3-2><a id=__codelineno-3-2 name=__codelineno-3-2 href=#__codelineno-3-2></a> <span class=n>period</span>
</span><span id=__span-3-3><a id=__codelineno-3-3 name=__codelineno-3-3 href=#__codelineno-3-3></a><span class=p>)</span>
</span></code></pre></div> <p>Get the smoothing factor <code>alpha</code> from a Wilder's period.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.ewm_mean_1d_nb>ewm_mean_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L604-L650 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.ewm_mean_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-4-1><a id=__codelineno-4-1 name=__codelineno-4-1 href=#__codelineno-4-1></a><span class=n>ewm_mean_1d_nb</span><span class=p>(</span>
</span><span id=__span-4-2><a id=__codelineno-4-2 name=__codelineno-4-2 href=#__codelineno-4-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-4-3><a id=__codelineno-4-3 name=__codelineno-4-3 href=#__codelineno-4-3></a> <span class=n>span</span><span class=p>,</span>
</span><span id=__span-4-4><a id=__codelineno-4-4 name=__codelineno-4-4 href=#__codelineno-4-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-4-5><a id=__codelineno-4-5 name=__codelineno-4-5 href=#__codelineno-4-5></a> <span class=n>adjust</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-4-6><a id=__codelineno-4-6 name=__codelineno-4-6 href=#__codelineno-4-6></a><span class=p>)</span>
</span></code></pre></div> <p>Compute exponential weighted moving average.</p> <p>Uses <a href=index.html#vectorbtpro.generic.nb.rolling.ewm_mean_acc_nb title=vectorbtpro.generic.nb.rolling.ewm_mean_acc_nb>ewm_mean_acc_nb()</a> at each iteration.</p> <p>Numba equivalent to <code>pd.Series(arr).ewm(span=span, min_periods=minp, adjust=adjust).mean()</code>.</p> <p>Adaptation of <code>pd._libs.window.aggregations.window_aggregations.ewma</code> with default arguments.</p> <div class="admonition note"> <p class=admonition-title>Note</p> <p>In contrast to the Pandas implementation, <code>minp</code> is effective within <code>span</code>.</p> </div> <hr> <h2 id=vectorbtpro.generic.nb.rolling.ewm_mean_acc_nb>ewm_mean_acc_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L563-L601 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.ewm_mean_acc_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-5-1><a id=__codelineno-5-1 name=__codelineno-5-1 href=#__codelineno-5-1></a><span class=n>ewm_mean_acc_nb</span><span class=p>(</span>
</span><span id=__span-5-2><a id=__codelineno-5-2 name=__codelineno-5-2 href=#__codelineno-5-2></a> <span class=n>in_state</span>
</span><span id=__span-5-3><a id=__codelineno-5-3 name=__codelineno-5-3 href=#__codelineno-5-3></a><span class=p>)</span>
</span></code></pre></div> <p>Accumulator of <a href=index.html#vectorbtpro.generic.nb.rolling.ewm_mean_1d_nb title=vectorbtpro.generic.nb.rolling.ewm_mean_1d_nb>ewm_mean_1d_nb()</a>.</p> <p>Takes a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.EWMMeanAIS title=vectorbtpro.generic.enums.EWMMeanAIS>EWMMeanAIS</a> and returns a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.EWMMeanAOS title=vectorbtpro.generic.enums.EWMMeanAOS>EWMMeanAOS</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.ewm_mean_nb>ewm_mean_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L653-L664 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.ewm_mean_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-6-1><a id=__codelineno-6-1 name=__codelineno-6-1 href=#__codelineno-6-1></a><span class=n>ewm_mean_nb</span><span class=p>(</span>
</span><span id=__span-6-2><a id=__codelineno-6-2 name=__codelineno-6-2 href=#__codelineno-6-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-6-3><a id=__codelineno-6-3 name=__codelineno-6-3 href=#__codelineno-6-3></a> <span class=n>span</span><span class=p>,</span>
</span><span id=__span-6-4><a id=__codelineno-6-4 name=__codelineno-6-4 href=#__codelineno-6-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-6-5><a id=__codelineno-6-5 name=__codelineno-6-5 href=#__codelineno-6-5></a> <span class=n>adjust</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-6-6><a id=__codelineno-6-6 name=__codelineno-6-6 href=#__codelineno-6-6></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.ewm_mean_1d_nb title=vectorbtpro.generic.nb.rolling.ewm_mean_1d_nb>ewm_mean_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.ewm_std_1d_nb>ewm_std_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L750-L808 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.ewm_std_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-7-1><a id=__codelineno-7-1 name=__codelineno-7-1 href=#__codelineno-7-1></a><span class=n>ewm_std_1d_nb</span><span class=p>(</span>
</span><span id=__span-7-2><a id=__codelineno-7-2 name=__codelineno-7-2 href=#__codelineno-7-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-7-3><a id=__codelineno-7-3 name=__codelineno-7-3 href=#__codelineno-7-3></a> <span class=n>span</span><span class=p>,</span>
</span><span id=__span-7-4><a id=__codelineno-7-4 name=__codelineno-7-4 href=#__codelineno-7-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-7-5><a id=__codelineno-7-5 name=__codelineno-7-5 href=#__codelineno-7-5></a> <span class=n>adjust</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-7-6><a id=__codelineno-7-6 name=__codelineno-7-6 href=#__codelineno-7-6></a><span class=p>)</span>
</span></code></pre></div> <p>Compute exponential weighted moving standard deviation.</p> <p>Uses <a href=index.html#vectorbtpro.generic.nb.rolling.ewm_std_acc_nb title=vectorbtpro.generic.nb.rolling.ewm_std_acc_nb>ewm_std_acc_nb()</a> at each iteration.</p> <p>Numba equivalent to <code>pd.Series(arr).ewm(span=span, min_periods=minp).std()</code>.</p> <p>Adaptation of <code>pd._libs.window.aggregations.window_aggregations.ewmcov</code> with default arguments.</p> <div class="admonition note"> <p class=admonition-title>Note</p> <p>In contrast to the Pandas implementation, <code>minp</code> is effective within <code>span</code>.</p> </div> <hr> <h2 id=vectorbtpro.generic.nb.rolling.ewm_std_acc_nb>ewm_std_acc_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L667-L747 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.ewm_std_acc_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-8-1><a id=__codelineno-8-1 name=__codelineno-8-1 href=#__codelineno-8-1></a><span class=n>ewm_std_acc_nb</span><span class=p>(</span>
</span><span id=__span-8-2><a id=__codelineno-8-2 name=__codelineno-8-2 href=#__codelineno-8-2></a> <span class=n>in_state</span>
</span><span id=__span-8-3><a id=__codelineno-8-3 name=__codelineno-8-3 href=#__codelineno-8-3></a><span class=p>)</span>
</span></code></pre></div> <p>Accumulator of <a href=index.html#vectorbtpro.generic.nb.rolling.ewm_std_1d_nb title=vectorbtpro.generic.nb.rolling.ewm_std_1d_nb>ewm_std_1d_nb()</a>.</p> <p>Takes a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.EWMStdAIS title=vectorbtpro.generic.enums.EWMStdAIS>EWMStdAIS</a> and returns a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.EWMStdAOS title=vectorbtpro.generic.enums.EWMStdAOS>EWMStdAOS</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.ewm_std_nb>ewm_std_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L811-L822 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.ewm_std_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-9-1><a id=__codelineno-9-1 name=__codelineno-9-1 href=#__codelineno-9-1></a><span class=n>ewm_std_nb</span><span class=p>(</span>
</span><span id=__span-9-2><a id=__codelineno-9-2 name=__codelineno-9-2 href=#__codelineno-9-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-9-3><a id=__codelineno-9-3 name=__codelineno-9-3 href=#__codelineno-9-3></a> <span class=n>span</span><span class=p>,</span>
</span><span id=__span-9-4><a id=__codelineno-9-4 name=__codelineno-9-4 href=#__codelineno-9-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-9-5><a id=__codelineno-9-5 name=__codelineno-9-5 href=#__codelineno-9-5></a> <span class=n>adjust</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-9-6><a id=__codelineno-9-6 name=__codelineno-9-6 href=#__codelineno-9-6></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.ewm_std_1d_nb title=vectorbtpro.generic.nb.rolling.ewm_std_1d_nb>ewm_std_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.expanding_max_1d_nb>expanding_max_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1994-L2011 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.expanding_max_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-10-1><a id=__codelineno-10-1 name=__codelineno-10-1 href=#__codelineno-10-1></a><span class=n>expanding_max_1d_nb</span><span class=p>(</span>
</span><span id=__span-10-2><a id=__codelineno-10-2 name=__codelineno-10-2 href=#__codelineno-10-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-10-3><a id=__codelineno-10-3 name=__codelineno-10-3 href=#__codelineno-10-3></a> <span class=n>minp</span><span class=o>=</span><span class=mi>1</span>
</span><span id=__span-10-4><a id=__codelineno-10-4 name=__codelineno-10-4 href=#__codelineno-10-4></a><span class=p>)</span>
</span></code></pre></div> <p>Compute expanding max.</p> <p>Numba equivalent to <code>pd.Series(arr).expanding(min_periods=minp).max()</code>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.expanding_max_nb>expanding_max_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L2014-L2025 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.expanding_max_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-11-1><a id=__codelineno-11-1 name=__codelineno-11-1 href=#__codelineno-11-1></a><span class=n>expanding_max_nb</span><span class=p>(</span>
</span><span id=__span-11-2><a id=__codelineno-11-2 name=__codelineno-11-2 href=#__codelineno-11-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-11-3><a id=__codelineno-11-3 name=__codelineno-11-3 href=#__codelineno-11-3></a> <span class=n>minp</span><span class=o>=</span><span class=mi>1</span>
</span><span id=__span-11-4><a id=__codelineno-11-4 name=__codelineno-11-4 href=#__codelineno-11-4></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.expanding_max_1d_nb title=vectorbtpro.generic.nb.rolling.expanding_max_1d_nb>expanding_max_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.expanding_min_1d_nb>expanding_min_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1960-L1977 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.expanding_min_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-12-1><a id=__codelineno-12-1 name=__codelineno-12-1 href=#__codelineno-12-1></a><span class=n>expanding_min_1d_nb</span><span class=p>(</span>
</span><span id=__span-12-2><a id=__codelineno-12-2 name=__codelineno-12-2 href=#__codelineno-12-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-12-3><a id=__codelineno-12-3 name=__codelineno-12-3 href=#__codelineno-12-3></a> <span class=n>minp</span><span class=o>=</span><span class=mi>1</span>
</span><span id=__span-12-4><a id=__codelineno-12-4 name=__codelineno-12-4 href=#__codelineno-12-4></a><span class=p>)</span>
</span></code></pre></div> <p>Compute expanding min.</p> <p>Numba equivalent to <code>pd.Series(arr).expanding(min_periods=minp).min()</code>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.expanding_min_nb>expanding_min_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1980-L1991 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.expanding_min_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-13-1><a id=__codelineno-13-1 name=__codelineno-13-1 href=#__codelineno-13-1></a><span class=n>expanding_min_nb</span><span class=p>(</span>
</span><span id=__span-13-2><a id=__codelineno-13-2 name=__codelineno-13-2 href=#__codelineno-13-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-13-3><a id=__codelineno-13-3 name=__codelineno-13-3 href=#__codelineno-13-3></a> <span class=n>minp</span><span class=o>=</span><span class=mi>1</span>
</span><span id=__span-13-4><a id=__codelineno-13-4 name=__codelineno-13-4 href=#__codelineno-13-4></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.expanding_min_1d_nb title=vectorbtpro.generic.nb.rolling.expanding_min_1d_nb>expanding_min_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.ma_1d_nb>ma_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L993-L1012 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.ma_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-14-1><a id=__codelineno-14-1 name=__codelineno-14-1 href=#__codelineno-14-1></a><span class=n>ma_1d_nb</span><span class=p>(</span>
</span><span id=__span-14-2><a id=__codelineno-14-2 name=__codelineno-14-2 href=#__codelineno-14-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-14-3><a id=__codelineno-14-3 name=__codelineno-14-3 href=#__codelineno-14-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-14-4><a id=__codelineno-14-4 name=__codelineno-14-4 href=#__codelineno-14-4></a> <span class=n>wtype</span><span class=o>=</span><span class=mi>0</span><span class=p>,</span>
</span><span id=__span-14-5><a id=__codelineno-14-5 name=__codelineno-14-5 href=#__codelineno-14-5></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-14-6><a id=__codelineno-14-6 name=__codelineno-14-6 href=#__codelineno-14-6></a> <span class=n>adjust</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-14-7><a id=__codelineno-14-7 name=__codelineno-14-7 href=#__codelineno-14-7></a><span class=p>)</span>
</span></code></pre></div> <p>Compute a moving average based on the mode of the type <a href=../../enums/index.html#vectorbtpro.generic.enums.WType title=vectorbtpro.generic.enums.WType>WType</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.ma_nb>ma_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1015-L1032 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.ma_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-15-1><a id=__codelineno-15-1 name=__codelineno-15-1 href=#__codelineno-15-1></a><span class=n>ma_nb</span><span class=p>(</span>
</span><span id=__span-15-2><a id=__codelineno-15-2 name=__codelineno-15-2 href=#__codelineno-15-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-15-3><a id=__codelineno-15-3 name=__codelineno-15-3 href=#__codelineno-15-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-15-4><a id=__codelineno-15-4 name=__codelineno-15-4 href=#__codelineno-15-4></a> <span class=n>wtype</span><span class=o>=</span><span class=mi>0</span><span class=p>,</span>
</span><span id=__span-15-5><a id=__codelineno-15-5 name=__codelineno-15-5 href=#__codelineno-15-5></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-15-6><a id=__codelineno-15-6 name=__codelineno-15-6 href=#__codelineno-15-6></a> <span class=n>adjust</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-15-7><a id=__codelineno-15-7 name=__codelineno-15-7 href=#__codelineno-15-7></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.ma_1d_nb title=vectorbtpro.generic.nb.rolling.ma_1d_nb>ma_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.msd_1d_nb>msd_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1035-L1053 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.msd_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-16-1><a id=__codelineno-16-1 name=__codelineno-16-1 href=#__codelineno-16-1></a><span class=n>msd_1d_nb</span><span class=p>(</span>
</span><span id=__span-16-2><a id=__codelineno-16-2 name=__codelineno-16-2 href=#__codelineno-16-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-16-3><a id=__codelineno-16-3 name=__codelineno-16-3 href=#__codelineno-16-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-16-4><a id=__codelineno-16-4 name=__codelineno-16-4 href=#__codelineno-16-4></a> <span class=n>wtype</span><span class=o>=</span><span class=mi>0</span><span class=p>,</span>
</span><span id=__span-16-5><a id=__codelineno-16-5 name=__codelineno-16-5 href=#__codelineno-16-5></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-16-6><a id=__codelineno-16-6 name=__codelineno-16-6 href=#__codelineno-16-6></a> <span class=n>adjust</span><span class=o>=</span><span class=kc>False</span><span class=p>,</span>
</span><span id=__span-16-7><a id=__codelineno-16-7 name=__codelineno-16-7 href=#__codelineno-16-7></a> <span class=n>ddof</span><span class=o>=</span><span class=mi>0</span>
</span><span id=__span-16-8><a id=__codelineno-16-8 name=__codelineno-16-8 href=#__codelineno-16-8></a><span class=p>)</span>
</span></code></pre></div> <p>Compute a moving standard deviation based on the mode of the type <a href=../../enums/index.html#vectorbtpro.generic.enums.WType title=vectorbtpro.generic.enums.WType>WType</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.msd_nb>msd_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1056-L1074 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.msd_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-17-1><a id=__codelineno-17-1 name=__codelineno-17-1 href=#__codelineno-17-1></a><span class=n>msd_nb</span><span class=p>(</span>
</span><span id=__span-17-2><a id=__codelineno-17-2 name=__codelineno-17-2 href=#__codelineno-17-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-17-3><a id=__codelineno-17-3 name=__codelineno-17-3 href=#__codelineno-17-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-17-4><a id=__codelineno-17-4 name=__codelineno-17-4 href=#__codelineno-17-4></a> <span class=n>wtype</span><span class=o>=</span><span class=mi>0</span><span class=p>,</span>
</span><span id=__span-17-5><a id=__codelineno-17-5 name=__codelineno-17-5 href=#__codelineno-17-5></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-17-6><a id=__codelineno-17-6 name=__codelineno-17-6 href=#__codelineno-17-6></a> <span class=n>adjust</span><span class=o>=</span><span class=kc>False</span><span class=p>,</span>
</span><span id=__span-17-7><a id=__codelineno-17-7 name=__codelineno-17-7 href=#__codelineno-17-7></a> <span class=n>ddof</span><span class=o>=</span><span class=mi>0</span>
</span><span id=__span-17-8><a id=__codelineno-17-8 name=__codelineno-17-8 href=#__codelineno-17-8></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.msd_1d_nb title=vectorbtpro.generic.nb.rolling.msd_1d_nb>msd_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_all_1d_nb>rolling_all_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1722-L1735 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_all_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-18-1><a id=__codelineno-18-1 name=__codelineno-18-1 href=#__codelineno-18-1></a><span class=n>rolling_all_1d_nb</span><span class=p>(</span>
</span><span id=__span-18-2><a id=__codelineno-18-2 name=__codelineno-18-2 href=#__codelineno-18-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-18-3><a id=__codelineno-18-3 name=__codelineno-18-3 href=#__codelineno-18-3></a> <span class=n>window</span>
</span><span id=__span-18-4><a id=__codelineno-18-4 name=__codelineno-18-4 href=#__codelineno-18-4></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling all.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_all_nb>rolling_all_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1738-L1749 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_all_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-19-1><a id=__codelineno-19-1 name=__codelineno-19-1 href=#__codelineno-19-1></a><span class=n>rolling_all_nb</span><span class=p>(</span>
</span><span id=__span-19-2><a id=__codelineno-19-2 name=__codelineno-19-2 href=#__codelineno-19-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-19-3><a id=__codelineno-19-3 name=__codelineno-19-3 href=#__codelineno-19-3></a> <span class=n>window</span>
</span><span id=__span-19-4><a id=__codelineno-19-4 name=__codelineno-19-4 href=#__codelineno-19-4></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_all_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_all_1d_nb>rolling_all_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_any_1d_nb>rolling_any_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1692-L1705 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_any_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-20-1><a id=__codelineno-20-1 name=__codelineno-20-1 href=#__codelineno-20-1></a><span class=n>rolling_any_1d_nb</span><span class=p>(</span>
</span><span id=__span-20-2><a id=__codelineno-20-2 name=__codelineno-20-2 href=#__codelineno-20-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-20-3><a id=__codelineno-20-3 name=__codelineno-20-3 href=#__codelineno-20-3></a> <span class=n>window</span>
</span><span id=__span-20-4><a id=__codelineno-20-4 name=__codelineno-20-4 href=#__codelineno-20-4></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling any.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_any_nb>rolling_any_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1708-L1719 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_any_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-21-1><a id=__codelineno-21-1 name=__codelineno-21-1 href=#__codelineno-21-1></a><span class=n>rolling_any_nb</span><span class=p>(</span>
</span><span id=__span-21-2><a id=__codelineno-21-2 name=__codelineno-21-2 href=#__codelineno-21-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-21-3><a id=__codelineno-21-3 name=__codelineno-21-3 href=#__codelineno-21-3></a> <span class=n>window</span>
</span><span id=__span-21-4><a id=__codelineno-21-4 name=__codelineno-21-4 href=#__codelineno-21-4></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_any_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_any_1d_nb>rolling_any_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_argmax_1d_nb>rolling_argmax_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1639-L1675 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_argmax_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-22-1><a id=__codelineno-22-1 name=__codelineno-22-1 href=#__codelineno-22-1></a><span class=n>rolling_argmax_1d_nb</span><span class=p>(</span>
</span><span id=__span-22-2><a id=__codelineno-22-2 name=__codelineno-22-2 href=#__codelineno-22-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-22-3><a id=__codelineno-22-3 name=__codelineno-22-3 href=#__codelineno-22-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-22-4><a id=__codelineno-22-4 name=__codelineno-22-4 href=#__codelineno-22-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-22-5><a id=__codelineno-22-5 name=__codelineno-22-5 href=#__codelineno-22-5></a> <span class=n>local</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-22-6><a id=__codelineno-22-6 name=__codelineno-22-6 href=#__codelineno-22-6></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling max index.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_argmax_nb>rolling_argmax_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1678-L1689 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_argmax_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-23-1><a id=__codelineno-23-1 name=__codelineno-23-1 href=#__codelineno-23-1></a><span class=n>rolling_argmax_nb</span><span class=p>(</span>
</span><span id=__span-23-2><a id=__codelineno-23-2 name=__codelineno-23-2 href=#__codelineno-23-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-23-3><a id=__codelineno-23-3 name=__codelineno-23-3 href=#__codelineno-23-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-23-4><a id=__codelineno-23-4 name=__codelineno-23-4 href=#__codelineno-23-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-23-5><a id=__codelineno-23-5 name=__codelineno-23-5 href=#__codelineno-23-5></a> <span class=n>local</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-23-6><a id=__codelineno-23-6 name=__codelineno-23-6 href=#__codelineno-23-6></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_argmax_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_argmax_1d_nb>rolling_argmax_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_argmin_1d_nb>rolling_argmin_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1586-L1622 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_argmin_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-24-1><a id=__codelineno-24-1 name=__codelineno-24-1 href=#__codelineno-24-1></a><span class=n>rolling_argmin_1d_nb</span><span class=p>(</span>
</span><span id=__span-24-2><a id=__codelineno-24-2 name=__codelineno-24-2 href=#__codelineno-24-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-24-3><a id=__codelineno-24-3 name=__codelineno-24-3 href=#__codelineno-24-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-24-4><a id=__codelineno-24-4 name=__codelineno-24-4 href=#__codelineno-24-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-24-5><a id=__codelineno-24-5 name=__codelineno-24-5 href=#__codelineno-24-5></a> <span class=n>local</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-24-6><a id=__codelineno-24-6 name=__codelineno-24-6 href=#__codelineno-24-6></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling min index.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_argmin_nb>rolling_argmin_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1625-L1636 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_argmin_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-25-1><a id=__codelineno-25-1 name=__codelineno-25-1 href=#__codelineno-25-1></a><span class=n>rolling_argmin_nb</span><span class=p>(</span>
</span><span id=__span-25-2><a id=__codelineno-25-2 name=__codelineno-25-2 href=#__codelineno-25-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-25-3><a id=__codelineno-25-3 name=__codelineno-25-3 href=#__codelineno-25-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-25-4><a id=__codelineno-25-4 name=__codelineno-25-4 href=#__codelineno-25-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-25-5><a id=__codelineno-25-5 name=__codelineno-25-5 href=#__codelineno-25-5></a> <span class=n>local</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-25-6><a id=__codelineno-25-6 name=__codelineno-25-6 href=#__codelineno-25-6></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_argmin_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_argmin_1d_nb>rolling_argmin_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_corr_1d_nb>rolling_corr_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1261-L1303 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_corr_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-26-1><a id=__codelineno-26-1 name=__codelineno-26-1 href=#__codelineno-26-1></a><span class=n>rolling_corr_1d_nb</span><span class=p>(</span>
</span><span id=__span-26-2><a id=__codelineno-26-2 name=__codelineno-26-2 href=#__codelineno-26-2></a> <span class=n>arr1</span><span class=p>,</span>
</span><span id=__span-26-3><a id=__codelineno-26-3 name=__codelineno-26-3 href=#__codelineno-26-3></a> <span class=n>arr2</span><span class=p>,</span>
</span><span id=__span-26-4><a id=__codelineno-26-4 name=__codelineno-26-4 href=#__codelineno-26-4></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-26-5><a id=__codelineno-26-5 name=__codelineno-26-5 href=#__codelineno-26-5></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-26-6><a id=__codelineno-26-6 name=__codelineno-26-6 href=#__codelineno-26-6></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling correlation coefficient.</p> <p>Numba equivalent to <code>pd.Series(arr1).rolling(window, min_periods=minp).corr(arr2)</code>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_corr_acc_nb>rolling_corr_acc_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1197-L1258 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_corr_acc_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-27-1><a id=__codelineno-27-1 name=__codelineno-27-1 href=#__codelineno-27-1></a><span class=n>rolling_corr_acc_nb</span><span class=p>(</span>
</span><span id=__span-27-2><a id=__codelineno-27-2 name=__codelineno-27-2 href=#__codelineno-27-2></a> <span class=n>in_state</span>
</span><span id=__span-27-3><a id=__codelineno-27-3 name=__codelineno-27-3 href=#__codelineno-27-3></a><span class=p>)</span>
</span></code></pre></div> <p>Accumulator of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_corr_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_corr_1d_nb>rolling_corr_1d_nb()</a>.</p> <p>Takes a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollCorrAIS title=vectorbtpro.generic.enums.RollCorrAIS>RollCorrAIS</a> and returns a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollCorrAOS title=vectorbtpro.generic.enums.RollCorrAOS>RollCorrAOS</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_corr_nb>rolling_corr_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1306-L1317 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_corr_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-28-1><a id=__codelineno-28-1 name=__codelineno-28-1 href=#__codelineno-28-1></a><span class=n>rolling_corr_nb</span><span class=p>(</span>
</span><span id=__span-28-2><a id=__codelineno-28-2 name=__codelineno-28-2 href=#__codelineno-28-2></a> <span class=n>arr1</span><span class=p>,</span>
</span><span id=__span-28-3><a id=__codelineno-28-3 name=__codelineno-28-3 href=#__codelineno-28-3></a> <span class=n>arr2</span><span class=p>,</span>
</span><span id=__span-28-4><a id=__codelineno-28-4 name=__codelineno-28-4 href=#__codelineno-28-4></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-28-5><a id=__codelineno-28-5 name=__codelineno-28-5 href=#__codelineno-28-5></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-28-6><a id=__codelineno-28-6 name=__codelineno-28-6 href=#__codelineno-28-6></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_corr_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_corr_1d_nb>rolling_corr_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_cov_1d_nb>rolling_cov_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1131-L1174 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_cov_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-29-1><a id=__codelineno-29-1 name=__codelineno-29-1 href=#__codelineno-29-1></a><span class=n>rolling_cov_1d_nb</span><span class=p>(</span>
</span><span id=__span-29-2><a id=__codelineno-29-2 name=__codelineno-29-2 href=#__codelineno-29-2></a> <span class=n>arr1</span><span class=p>,</span>
</span><span id=__span-29-3><a id=__codelineno-29-3 name=__codelineno-29-3 href=#__codelineno-29-3></a> <span class=n>arr2</span><span class=p>,</span>
</span><span id=__span-29-4><a id=__codelineno-29-4 name=__codelineno-29-4 href=#__codelineno-29-4></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-29-5><a id=__codelineno-29-5 name=__codelineno-29-5 href=#__codelineno-29-5></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-29-6><a id=__codelineno-29-6 name=__codelineno-29-6 href=#__codelineno-29-6></a> <span class=n>ddof</span><span class=o>=</span><span class=mi>0</span>
</span><span id=__span-29-7><a id=__codelineno-29-7 name=__codelineno-29-7 href=#__codelineno-29-7></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling covariance.</p> <p>Numba equivalent to <code>pd.Series(arr1).rolling(window, min_periods=minp).cov(arr2)</code>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_cov_acc_nb>rolling_cov_acc_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1077-L1128 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_cov_acc_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-30-1><a id=__codelineno-30-1 name=__codelineno-30-1 href=#__codelineno-30-1></a><span class=n>rolling_cov_acc_nb</span><span class=p>(</span>
</span><span id=__span-30-2><a id=__codelineno-30-2 name=__codelineno-30-2 href=#__codelineno-30-2></a> <span class=n>in_state</span>
</span><span id=__span-30-3><a id=__codelineno-30-3 name=__codelineno-30-3 href=#__codelineno-30-3></a><span class=p>)</span>
</span></code></pre></div> <p>Accumulator of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_cov_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_cov_1d_nb>rolling_cov_1d_nb()</a>.</p> <p>Takes a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollCovAIS title=vectorbtpro.generic.enums.RollCovAIS>RollCovAIS</a> and returns a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollCovAOS title=vectorbtpro.generic.enums.RollCovAOS>RollCovAOS</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_cov_nb>rolling_cov_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1177-L1194 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_cov_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-31-1><a id=__codelineno-31-1 name=__codelineno-31-1 href=#__codelineno-31-1></a><span class=n>rolling_cov_nb</span><span class=p>(</span>
</span><span id=__span-31-2><a id=__codelineno-31-2 name=__codelineno-31-2 href=#__codelineno-31-2></a> <span class=n>arr1</span><span class=p>,</span>
</span><span id=__span-31-3><a id=__codelineno-31-3 name=__codelineno-31-3 href=#__codelineno-31-3></a> <span class=n>arr2</span><span class=p>,</span>
</span><span id=__span-31-4><a id=__codelineno-31-4 name=__codelineno-31-4 href=#__codelineno-31-4></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-31-5><a id=__codelineno-31-5 name=__codelineno-31-5 href=#__codelineno-31-5></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-31-6><a id=__codelineno-31-6 name=__codelineno-31-6 href=#__codelineno-31-6></a> <span class=n>ddof</span><span class=o>=</span><span class=mi>0</span>
</span><span id=__span-31-7><a id=__codelineno-31-7 name=__codelineno-31-7 href=#__codelineno-31-7></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_cov_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_cov_1d_nb>rolling_cov_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_max_1d_nb>rolling_max_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1544-L1569 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_max_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-32-1><a id=__codelineno-32-1 name=__codelineno-32-1 href=#__codelineno-32-1></a><span class=n>rolling_max_1d_nb</span><span class=p>(</span>
</span><span id=__span-32-2><a id=__codelineno-32-2 name=__codelineno-32-2 href=#__codelineno-32-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-32-3><a id=__codelineno-32-3 name=__codelineno-32-3 href=#__codelineno-32-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-32-4><a id=__codelineno-32-4 name=__codelineno-32-4 href=#__codelineno-32-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-32-5><a id=__codelineno-32-5 name=__codelineno-32-5 href=#__codelineno-32-5></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling max.</p> <p>Numba equivalent to <code>pd.Series(arr).rolling(window, min_periods=minp).max()</code>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_max_nb>rolling_max_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1572-L1583 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_max_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-33-1><a id=__codelineno-33-1 name=__codelineno-33-1 href=#__codelineno-33-1></a><span class=n>rolling_max_nb</span><span class=p>(</span>
</span><span id=__span-33-2><a id=__codelineno-33-2 name=__codelineno-33-2 href=#__codelineno-33-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-33-3><a id=__codelineno-33-3 name=__codelineno-33-3 href=#__codelineno-33-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-33-4><a id=__codelineno-33-4 name=__codelineno-33-4 href=#__codelineno-33-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-33-5><a id=__codelineno-33-5 name=__codelineno-33-5 href=#__codelineno-33-5></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_max_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_max_1d_nb>rolling_max_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_mean_1d_nb>rolling_mean_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L223-L253 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_mean_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-34-1><a id=__codelineno-34-1 name=__codelineno-34-1 href=#__codelineno-34-1></a><span class=n>rolling_mean_1d_nb</span><span class=p>(</span>
</span><span id=__span-34-2><a id=__codelineno-34-2 name=__codelineno-34-2 href=#__codelineno-34-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-34-3><a id=__codelineno-34-3 name=__codelineno-34-3 href=#__codelineno-34-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-34-4><a id=__codelineno-34-4 name=__codelineno-34-4 href=#__codelineno-34-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-34-5><a id=__codelineno-34-5 name=__codelineno-34-5 href=#__codelineno-34-5></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling mean.</p> <p>Uses <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_mean_acc_nb title=vectorbtpro.generic.nb.rolling.rolling_mean_acc_nb>rolling_mean_acc_nb()</a> at each iteration.</p> <p>Numba equivalent to <code>pd.Series(arr).rolling(window, min_periods=minp).mean()</code>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_mean_acc_nb>rolling_mean_acc_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L187-L220 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_mean_acc_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-35-1><a id=__codelineno-35-1 name=__codelineno-35-1 href=#__codelineno-35-1></a><span class=n>rolling_mean_acc_nb</span><span class=p>(</span>
</span><span id=__span-35-2><a id=__codelineno-35-2 name=__codelineno-35-2 href=#__codelineno-35-2></a> <span class=n>in_state</span>
</span><span id=__span-35-3><a id=__codelineno-35-3 name=__codelineno-35-3 href=#__codelineno-35-3></a><span class=p>)</span>
</span></code></pre></div> <p>Accumulator of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_mean_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_mean_1d_nb>rolling_mean_1d_nb()</a>.</p> <p>Takes a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollMeanAIS title=vectorbtpro.generic.enums.RollMeanAIS>RollMeanAIS</a> and returns a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollMeanAOS title=vectorbtpro.generic.enums.RollMeanAOS>RollMeanAOS</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_mean_nb>rolling_mean_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L256-L267 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_mean_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-36-1><a id=__codelineno-36-1 name=__codelineno-36-1 href=#__codelineno-36-1></a><span class=n>rolling_mean_nb</span><span class=p>(</span>
</span><span id=__span-36-2><a id=__codelineno-36-2 name=__codelineno-36-2 href=#__codelineno-36-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-36-3><a id=__codelineno-36-3 name=__codelineno-36-3 href=#__codelineno-36-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-36-4><a id=__codelineno-36-4 name=__codelineno-36-4 href=#__codelineno-36-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-36-5><a id=__codelineno-36-5 name=__codelineno-36-5 href=#__codelineno-36-5></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_mean_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_mean_1d_nb>rolling_mean_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_min_1d_nb>rolling_min_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1502-L1527 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_min_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-37-1><a id=__codelineno-37-1 name=__codelineno-37-1 href=#__codelineno-37-1></a><span class=n>rolling_min_1d_nb</span><span class=p>(</span>
</span><span id=__span-37-2><a id=__codelineno-37-2 name=__codelineno-37-2 href=#__codelineno-37-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-37-3><a id=__codelineno-37-3 name=__codelineno-37-3 href=#__codelineno-37-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-37-4><a id=__codelineno-37-4 name=__codelineno-37-4 href=#__codelineno-37-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-37-5><a id=__codelineno-37-5 name=__codelineno-37-5 href=#__codelineno-37-5></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling min.</p> <p>Numba equivalent to <code>pd.Series(arr).rolling(window, min_periods=minp).min()</code>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_min_nb>rolling_min_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1530-L1541 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_min_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-38-1><a id=__codelineno-38-1 name=__codelineno-38-1 href=#__codelineno-38-1></a><span class=n>rolling_min_nb</span><span class=p>(</span>
</span><span id=__span-38-2><a id=__codelineno-38-2 name=__codelineno-38-2 href=#__codelineno-38-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-38-3><a id=__codelineno-38-3 name=__codelineno-38-3 href=#__codelineno-38-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-38-4><a id=__codelineno-38-4 name=__codelineno-38-4 href=#__codelineno-38-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-38-5><a id=__codelineno-38-5 name=__codelineno-38-5 href=#__codelineno-38-5></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_min_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_min_1d_nb>rolling_min_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_ols_1d_nb>rolling_ols_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1390-L1437 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_ols_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-39-1><a id=__codelineno-39-1 name=__codelineno-39-1 href=#__codelineno-39-1></a><span class=n>rolling_ols_1d_nb</span><span class=p>(</span>
</span><span id=__span-39-2><a id=__codelineno-39-2 name=__codelineno-39-2 href=#__codelineno-39-2></a> <span class=n>arr1</span><span class=p>,</span>
</span><span id=__span-39-3><a id=__codelineno-39-3 name=__codelineno-39-3 href=#__codelineno-39-3></a> <span class=n>arr2</span><span class=p>,</span>
</span><span id=__span-39-4><a id=__codelineno-39-4 name=__codelineno-39-4 href=#__codelineno-39-4></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-39-5><a id=__codelineno-39-5 name=__codelineno-39-5 href=#__codelineno-39-5></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-39-6><a id=__codelineno-39-6 name=__codelineno-39-6 href=#__codelineno-39-6></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling linear regression.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_ols_acc_nb>rolling_ols_acc_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1320-L1387 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_ols_acc_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-40-1><a id=__codelineno-40-1 name=__codelineno-40-1 href=#__codelineno-40-1></a><span class=n>rolling_ols_acc_nb</span><span class=p>(</span>
</span><span id=__span-40-2><a id=__codelineno-40-2 name=__codelineno-40-2 href=#__codelineno-40-2></a> <span class=n>in_state</span>
</span><span id=__span-40-3><a id=__codelineno-40-3 name=__codelineno-40-3 href=#__codelineno-40-3></a><span class=p>)</span>
</span></code></pre></div> <p>Accumulator of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_ols_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_ols_1d_nb>rolling_ols_1d_nb()</a>.</p> <p>Takes a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollOLSAIS title=vectorbtpro.generic.enums.RollOLSAIS>RollOLSAIS</a> and returns a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollOLSAOS title=vectorbtpro.generic.enums.RollOLSAOS>RollOLSAOS</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_ols_nb>rolling_ols_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1440-L1457 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_ols_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-41-1><a id=__codelineno-41-1 name=__codelineno-41-1 href=#__codelineno-41-1></a><span class=n>rolling_ols_nb</span><span class=p>(</span>
</span><span id=__span-41-2><a id=__codelineno-41-2 name=__codelineno-41-2 href=#__codelineno-41-2></a> <span class=n>arr1</span><span class=p>,</span>
</span><span id=__span-41-3><a id=__codelineno-41-3 name=__codelineno-41-3 href=#__codelineno-41-3></a> <span class=n>arr2</span><span class=p>,</span>
</span><span id=__span-41-4><a id=__codelineno-41-4 name=__codelineno-41-4 href=#__codelineno-41-4></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-41-5><a id=__codelineno-41-5 name=__codelineno-41-5 href=#__codelineno-41-5></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-41-6><a id=__codelineno-41-6 name=__codelineno-41-6 href=#__codelineno-41-6></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_ols_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_ols_1d_nb>rolling_ols_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_pattern_similarity_1d_nb>rolling_pattern_similarity_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1752-L1862 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_pattern_similarity_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-42-1><a id=__codelineno-42-1 name=__codelineno-42-1 href=#__codelineno-42-1></a><span class=n>rolling_pattern_similarity_1d_nb</span><span class=p>(</span>
</span><span id=__span-42-2><a id=__codelineno-42-2 name=__codelineno-42-2 href=#__codelineno-42-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-42-3><a id=__codelineno-42-3 name=__codelineno-42-3 href=#__codelineno-42-3></a> <span class=n>pattern</span><span class=p>,</span>
</span><span id=__span-42-4><a id=__codelineno-42-4 name=__codelineno-42-4 href=#__codelineno-42-4></a> <span class=n>window</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-42-5><a id=__codelineno-42-5 name=__codelineno-42-5 href=#__codelineno-42-5></a> <span class=n>max_window</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-42-6><a id=__codelineno-42-6 name=__codelineno-42-6 href=#__codelineno-42-6></a> <span class=n>row_select_prob</span><span class=o>=</span><span class=mf>1.0</span><span class=p>,</span>
</span><span id=__span-42-7><a id=__codelineno-42-7 name=__codelineno-42-7 href=#__codelineno-42-7></a> <span class=n>window_select_prob</span><span class=o>=</span><span class=mf>1.0</span><span class=p>,</span>
</span><span id=__span-42-8><a id=__codelineno-42-8 name=__codelineno-42-8 href=#__codelineno-42-8></a> <span class=n>interp_mode</span><span class=o>=</span><span class=mi>3</span><span class=p>,</span>
</span><span id=__span-42-9><a id=__codelineno-42-9 name=__codelineno-42-9 href=#__codelineno-42-9></a> <span class=n>rescale_mode</span><span class=o>=</span><span class=mi>0</span><span class=p>,</span>
</span><span id=__span-42-10><a id=__codelineno-42-10 name=__codelineno-42-10 href=#__codelineno-42-10></a> <span class=n>vmin</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-42-11><a id=__codelineno-42-11 name=__codelineno-42-11 href=#__codelineno-42-11></a> <span class=n>vmax</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-42-12><a id=__codelineno-42-12 name=__codelineno-42-12 href=#__codelineno-42-12></a> <span class=n>pmin</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-42-13><a id=__codelineno-42-13 name=__codelineno-42-13 href=#__codelineno-42-13></a> <span class=n>pmax</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-42-14><a id=__codelineno-42-14 name=__codelineno-42-14 href=#__codelineno-42-14></a> <span class=n>invert</span><span class=o>=</span><span class=kc>False</span><span class=p>,</span>
</span><span id=__span-42-15><a id=__codelineno-42-15 name=__codelineno-42-15 href=#__codelineno-42-15></a> <span class=n>error_type</span><span class=o>=</span><span class=mi>0</span><span class=p>,</span>
</span><span id=__span-42-16><a id=__codelineno-42-16 name=__codelineno-42-16 href=#__codelineno-42-16></a> <span class=n>distance_measure</span><span class=o>=</span><span class=mi>0</span><span class=p>,</span>
</span><span id=__span-42-17><a id=__codelineno-42-17 name=__codelineno-42-17 href=#__codelineno-42-17></a> <span class=n>max_error</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-42-18><a id=__codelineno-42-18 name=__codelineno-42-18 href=#__codelineno-42-18></a> <span class=n>max_error_interp_mode</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-42-19><a id=__codelineno-42-19 name=__codelineno-42-19 href=#__codelineno-42-19></a> <span class=n>max_error_as_maxdist</span><span class=o>=</span><span class=kc>False</span><span class=p>,</span>
</span><span id=__span-42-20><a id=__codelineno-42-20 name=__codelineno-42-20 href=#__codelineno-42-20></a> <span class=n>max_error_strict</span><span class=o>=</span><span class=kc>False</span><span class=p>,</span>
</span><span id=__span-42-21><a id=__codelineno-42-21 name=__codelineno-42-21 href=#__codelineno-42-21></a> <span class=n>min_pct_change</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-42-22><a id=__codelineno-42-22 name=__codelineno-42-22 href=#__codelineno-42-22></a> <span class=n>max_pct_change</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-42-23><a id=__codelineno-42-23 name=__codelineno-42-23 href=#__codelineno-42-23></a> <span class=n>min_similarity</span><span class=o>=</span><span class=mf>0.85</span><span class=p>,</span>
</span><span id=__span-42-24><a id=__codelineno-42-24 name=__codelineno-42-24 href=#__codelineno-42-24></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-42-25><a id=__codelineno-42-25 name=__codelineno-42-25 href=#__codelineno-42-25></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling pattern similarity.</p> <p>Uses <a href=../patterns/index.html#vectorbtpro.generic.nb.patterns.pattern_similarity_nb title=vectorbtpro.generic.nb.patterns.pattern_similarity_nb>pattern_similarity_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_pattern_similarity_nb>rolling_pattern_similarity_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1865-L1954 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_pattern_similarity_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-43-1><a id=__codelineno-43-1 name=__codelineno-43-1 href=#__codelineno-43-1></a><span class=n>rolling_pattern_similarity_nb</span><span class=p>(</span>
</span><span id=__span-43-2><a id=__codelineno-43-2 name=__codelineno-43-2 href=#__codelineno-43-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-43-3><a id=__codelineno-43-3 name=__codelineno-43-3 href=#__codelineno-43-3></a> <span class=n>pattern</span><span class=p>,</span>
</span><span id=__span-43-4><a id=__codelineno-43-4 name=__codelineno-43-4 href=#__codelineno-43-4></a> <span class=n>window</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-43-5><a id=__codelineno-43-5 name=__codelineno-43-5 href=#__codelineno-43-5></a> <span class=n>max_window</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-43-6><a id=__codelineno-43-6 name=__codelineno-43-6 href=#__codelineno-43-6></a> <span class=n>row_select_prob</span><span class=o>=</span><span class=mf>1.0</span><span class=p>,</span>
</span><span id=__span-43-7><a id=__codelineno-43-7 name=__codelineno-43-7 href=#__codelineno-43-7></a> <span class=n>window_select_prob</span><span class=o>=</span><span class=mf>1.0</span><span class=p>,</span>
</span><span id=__span-43-8><a id=__codelineno-43-8 name=__codelineno-43-8 href=#__codelineno-43-8></a> <span class=n>interp_mode</span><span class=o>=</span><span class=mi>3</span><span class=p>,</span>
</span><span id=__span-43-9><a id=__codelineno-43-9 name=__codelineno-43-9 href=#__codelineno-43-9></a> <span class=n>rescale_mode</span><span class=o>=</span><span class=mi>0</span><span class=p>,</span>
</span><span id=__span-43-10><a id=__codelineno-43-10 name=__codelineno-43-10 href=#__codelineno-43-10></a> <span class=n>vmin</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-43-11><a id=__codelineno-43-11 name=__codelineno-43-11 href=#__codelineno-43-11></a> <span class=n>vmax</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-43-12><a id=__codelineno-43-12 name=__codelineno-43-12 href=#__codelineno-43-12></a> <span class=n>pmin</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-43-13><a id=__codelineno-43-13 name=__codelineno-43-13 href=#__codelineno-43-13></a> <span class=n>pmax</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-43-14><a id=__codelineno-43-14 name=__codelineno-43-14 href=#__codelineno-43-14></a> <span class=n>invert</span><span class=o>=</span><span class=kc>False</span><span class=p>,</span>
</span><span id=__span-43-15><a id=__codelineno-43-15 name=__codelineno-43-15 href=#__codelineno-43-15></a> <span class=n>error_type</span><span class=o>=</span><span class=mi>0</span><span class=p>,</span>
</span><span id=__span-43-16><a id=__codelineno-43-16 name=__codelineno-43-16 href=#__codelineno-43-16></a> <span class=n>distance_measure</span><span class=o>=</span><span class=mi>0</span><span class=p>,</span>
</span><span id=__span-43-17><a id=__codelineno-43-17 name=__codelineno-43-17 href=#__codelineno-43-17></a> <span class=n>max_error</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-43-18><a id=__codelineno-43-18 name=__codelineno-43-18 href=#__codelineno-43-18></a> <span class=n>max_error_interp_mode</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-43-19><a id=__codelineno-43-19 name=__codelineno-43-19 href=#__codelineno-43-19></a> <span class=n>max_error_as_maxdist</span><span class=o>=</span><span class=kc>False</span><span class=p>,</span>
</span><span id=__span-43-20><a id=__codelineno-43-20 name=__codelineno-43-20 href=#__codelineno-43-20></a> <span class=n>max_error_strict</span><span class=o>=</span><span class=kc>False</span><span class=p>,</span>
</span><span id=__span-43-21><a id=__codelineno-43-21 name=__codelineno-43-21 href=#__codelineno-43-21></a> <span class=n>min_pct_change</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-43-22><a id=__codelineno-43-22 name=__codelineno-43-22 href=#__codelineno-43-22></a> <span class=n>max_pct_change</span><span class=o>=</span><span class=n>nan</span><span class=p>,</span>
</span><span id=__span-43-23><a id=__codelineno-43-23 name=__codelineno-43-23 href=#__codelineno-43-23></a> <span class=n>min_similarity</span><span class=o>=</span><span class=mf>0.85</span><span class=p>,</span>
</span><span id=__span-43-24><a id=__codelineno-43-24 name=__codelineno-43-24 href=#__codelineno-43-24></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-43-25><a id=__codelineno-43-25 name=__codelineno-43-25 href=#__codelineno-43-25></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_pattern_similarity_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_pattern_similarity_1d_nb>rolling_pattern_similarity_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_prod_1d_nb>rolling_prod_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L140-L170 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_prod_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-44-1><a id=__codelineno-44-1 name=__codelineno-44-1 href=#__codelineno-44-1></a><span class=n>rolling_prod_1d_nb</span><span class=p>(</span>
</span><span id=__span-44-2><a id=__codelineno-44-2 name=__codelineno-44-2 href=#__codelineno-44-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-44-3><a id=__codelineno-44-3 name=__codelineno-44-3 href=#__codelineno-44-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-44-4><a id=__codelineno-44-4 name=__codelineno-44-4 href=#__codelineno-44-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-44-5><a id=__codelineno-44-5 name=__codelineno-44-5 href=#__codelineno-44-5></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling product.</p> <p>Uses <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_prod_acc_nb title=vectorbtpro.generic.nb.rolling.rolling_prod_acc_nb>rolling_prod_acc_nb()</a> at each iteration.</p> <p>Numba equivalent to <code>pd.Series(arr).rolling(window, min_periods=minp).apply(np.prod)</code>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_prod_acc_nb>rolling_prod_acc_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L104-L137 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_prod_acc_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-45-1><a id=__codelineno-45-1 name=__codelineno-45-1 href=#__codelineno-45-1></a><span class=n>rolling_prod_acc_nb</span><span class=p>(</span>
</span><span id=__span-45-2><a id=__codelineno-45-2 name=__codelineno-45-2 href=#__codelineno-45-2></a> <span class=n>in_state</span>
</span><span id=__span-45-3><a id=__codelineno-45-3 name=__codelineno-45-3 href=#__codelineno-45-3></a><span class=p>)</span>
</span></code></pre></div> <p>Accumulator of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_prod_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_prod_1d_nb>rolling_prod_1d_nb()</a>.</p> <p>Takes a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollProdAIS title=vectorbtpro.generic.enums.RollProdAIS>RollProdAIS</a> and returns a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollProdAOS title=vectorbtpro.generic.enums.RollProdAOS>RollProdAOS</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_prod_nb>rolling_prod_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L173-L184 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_prod_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-46-1><a id=__codelineno-46-1 name=__codelineno-46-1 href=#__codelineno-46-1></a><span class=n>rolling_prod_nb</span><span class=p>(</span>
</span><span id=__span-46-2><a id=__codelineno-46-2 name=__codelineno-46-2 href=#__codelineno-46-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-46-3><a id=__codelineno-46-3 name=__codelineno-46-3 href=#__codelineno-46-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-46-4><a id=__codelineno-46-4 name=__codelineno-46-4 href=#__codelineno-46-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-46-5><a id=__codelineno-46-5 name=__codelineno-46-5 href=#__codelineno-46-5></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_prod_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_prod_1d_nb>rolling_prod_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_rank_1d_nb>rolling_rank_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1460-L1485 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_rank_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-47-1><a id=__codelineno-47-1 name=__codelineno-47-1 href=#__codelineno-47-1></a><span class=n>rolling_rank_1d_nb</span><span class=p>(</span>
</span><span id=__span-47-2><a id=__codelineno-47-2 name=__codelineno-47-2 href=#__codelineno-47-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-47-3><a id=__codelineno-47-3 name=__codelineno-47-3 href=#__codelineno-47-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-47-4><a id=__codelineno-47-4 name=__codelineno-47-4 href=#__codelineno-47-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-47-5><a id=__codelineno-47-5 name=__codelineno-47-5 href=#__codelineno-47-5></a> <span class=n>pct</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-47-6><a id=__codelineno-47-6 name=__codelineno-47-6 href=#__codelineno-47-6></a><span class=p>)</span>
</span></code></pre></div> <p>Rolling version of <code>rank_1d_nb</code>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_rank_nb>rolling_rank_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L1488-L1499 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_rank_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-48-1><a id=__codelineno-48-1 name=__codelineno-48-1 href=#__codelineno-48-1></a><span class=n>rolling_rank_nb</span><span class=p>(</span>
</span><span id=__span-48-2><a id=__codelineno-48-2 name=__codelineno-48-2 href=#__codelineno-48-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-48-3><a id=__codelineno-48-3 name=__codelineno-48-3 href=#__codelineno-48-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-48-4><a id=__codelineno-48-4 name=__codelineno-48-4 href=#__codelineno-48-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-48-5><a id=__codelineno-48-5 name=__codelineno-48-5 href=#__codelineno-48-5></a> <span class=n>pct</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-48-6><a id=__codelineno-48-6 name=__codelineno-48-6 href=#__codelineno-48-6></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_rank_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_rank_1d_nb>rolling_rank_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_std_1d_nb>rolling_std_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L309-L343 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_std_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-49-1><a id=__codelineno-49-1 name=__codelineno-49-1 href=#__codelineno-49-1></a><span class=n>rolling_std_1d_nb</span><span class=p>(</span>
</span><span id=__span-49-2><a id=__codelineno-49-2 name=__codelineno-49-2 href=#__codelineno-49-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-49-3><a id=__codelineno-49-3 name=__codelineno-49-3 href=#__codelineno-49-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-49-4><a id=__codelineno-49-4 name=__codelineno-49-4 href=#__codelineno-49-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-49-5><a id=__codelineno-49-5 name=__codelineno-49-5 href=#__codelineno-49-5></a> <span class=n>ddof</span><span class=o>=</span><span class=mi>0</span>
</span><span id=__span-49-6><a id=__codelineno-49-6 name=__codelineno-49-6 href=#__codelineno-49-6></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling standard deviation.</p> <p>Uses <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_std_acc_nb title=vectorbtpro.generic.nb.rolling.rolling_std_acc_nb>rolling_std_acc_nb()</a> at each iteration.</p> <p>Numba equivalent to <code>pd.Series(arr).rolling(window, min_periods=minp).std(ddof=ddof)</code>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_std_acc_nb>rolling_std_acc_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L270-L306 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_std_acc_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-50-1><a id=__codelineno-50-1 name=__codelineno-50-1 href=#__codelineno-50-1></a><span class=n>rolling_std_acc_nb</span><span class=p>(</span>
</span><span id=__span-50-2><a id=__codelineno-50-2 name=__codelineno-50-2 href=#__codelineno-50-2></a> <span class=n>in_state</span>
</span><span id=__span-50-3><a id=__codelineno-50-3 name=__codelineno-50-3 href=#__codelineno-50-3></a><span class=p>)</span>
</span></code></pre></div> <p>Accumulator of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_std_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_std_1d_nb>rolling_std_1d_nb()</a>.</p> <p>Takes a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollStdAIS title=vectorbtpro.generic.enums.RollStdAIS>RollStdAIS</a> and returns a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollStdAOS title=vectorbtpro.generic.enums.RollStdAOS>RollStdAOS</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_std_nb>rolling_std_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L346-L357 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_std_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-51-1><a id=__codelineno-51-1 name=__codelineno-51-1 href=#__codelineno-51-1></a><span class=n>rolling_std_nb</span><span class=p>(</span>
</span><span id=__span-51-2><a id=__codelineno-51-2 name=__codelineno-51-2 href=#__codelineno-51-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-51-3><a id=__codelineno-51-3 name=__codelineno-51-3 href=#__codelineno-51-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-51-4><a id=__codelineno-51-4 name=__codelineno-51-4 href=#__codelineno-51-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-51-5><a id=__codelineno-51-5 name=__codelineno-51-5 href=#__codelineno-51-5></a> <span class=n>ddof</span><span class=o>=</span><span class=mi>0</span>
</span><span id=__span-51-6><a id=__codelineno-51-6 name=__codelineno-51-6 href=#__codelineno-51-6></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_std_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_std_1d_nb>rolling_std_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_sum_1d_nb>rolling_sum_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L57-L87 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_sum_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-52-1><a id=__codelineno-52-1 name=__codelineno-52-1 href=#__codelineno-52-1></a><span class=n>rolling_sum_1d_nb</span><span class=p>(</span>
</span><span id=__span-52-2><a id=__codelineno-52-2 name=__codelineno-52-2 href=#__codelineno-52-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-52-3><a id=__codelineno-52-3 name=__codelineno-52-3 href=#__codelineno-52-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-52-4><a id=__codelineno-52-4 name=__codelineno-52-4 href=#__codelineno-52-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-52-5><a id=__codelineno-52-5 name=__codelineno-52-5 href=#__codelineno-52-5></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling sum.</p> <p>Uses <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_sum_acc_nb title=vectorbtpro.generic.nb.rolling.rolling_sum_acc_nb>rolling_sum_acc_nb()</a> at each iteration.</p> <p>Numba equivalent to <code>pd.Series(arr).rolling(window, min_periods=minp).sum()</code>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_sum_acc_nb>rolling_sum_acc_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L21-L54 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_sum_acc_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-53-1><a id=__codelineno-53-1 name=__codelineno-53-1 href=#__codelineno-53-1></a><span class=n>rolling_sum_acc_nb</span><span class=p>(</span>
</span><span id=__span-53-2><a id=__codelineno-53-2 name=__codelineno-53-2 href=#__codelineno-53-2></a> <span class=n>in_state</span>
</span><span id=__span-53-3><a id=__codelineno-53-3 name=__codelineno-53-3 href=#__codelineno-53-3></a><span class=p>)</span>
</span></code></pre></div> <p>Accumulator of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_sum_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_sum_1d_nb>rolling_sum_1d_nb()</a>.</p> <p>Takes a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollSumAIS title=vectorbtpro.generic.enums.RollSumAIS>RollSumAIS</a> and returns a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollSumAOS title=vectorbtpro.generic.enums.RollSumAOS>RollSumAOS</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_sum_nb>rolling_sum_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L90-L101 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_sum_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-54-1><a id=__codelineno-54-1 name=__codelineno-54-1 href=#__codelineno-54-1></a><span class=n>rolling_sum_nb</span><span class=p>(</span>
</span><span id=__span-54-2><a id=__codelineno-54-2 name=__codelineno-54-2 href=#__codelineno-54-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-54-3><a id=__codelineno-54-3 name=__codelineno-54-3 href=#__codelineno-54-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-54-4><a id=__codelineno-54-4 name=__codelineno-54-4 href=#__codelineno-54-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-54-5><a id=__codelineno-54-5 name=__codelineno-54-5 href=#__codelineno-54-5></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_sum_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_sum_1d_nb>rolling_sum_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_zscore_1d_nb>rolling_zscore_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L402-L434 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_zscore_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-55-1><a id=__codelineno-55-1 name=__codelineno-55-1 href=#__codelineno-55-1></a><span class=n>rolling_zscore_1d_nb</span><span class=p>(</span>
</span><span id=__span-55-2><a id=__codelineno-55-2 name=__codelineno-55-2 href=#__codelineno-55-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-55-3><a id=__codelineno-55-3 name=__codelineno-55-3 href=#__codelineno-55-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-55-4><a id=__codelineno-55-4 name=__codelineno-55-4 href=#__codelineno-55-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-55-5><a id=__codelineno-55-5 name=__codelineno-55-5 href=#__codelineno-55-5></a> <span class=n>ddof</span><span class=o>=</span><span class=mi>0</span>
</span><span id=__span-55-6><a id=__codelineno-55-6 name=__codelineno-55-6 href=#__codelineno-55-6></a><span class=p>)</span>
</span></code></pre></div> <p>Compute rolling z-score.</p> <p>Uses <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_zscore_acc_nb title=vectorbtpro.generic.nb.rolling.rolling_zscore_acc_nb>rolling_zscore_acc_nb()</a> at each iteration.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_zscore_acc_nb>rolling_zscore_acc_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L360-L399 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_zscore_acc_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-56-1><a id=__codelineno-56-1 name=__codelineno-56-1 href=#__codelineno-56-1></a><span class=n>rolling_zscore_acc_nb</span><span class=p>(</span>
</span><span id=__span-56-2><a id=__codelineno-56-2 name=__codelineno-56-2 href=#__codelineno-56-2></a> <span class=n>in_state</span>
</span><span id=__span-56-3><a id=__codelineno-56-3 name=__codelineno-56-3 href=#__codelineno-56-3></a><span class=p>)</span>
</span></code></pre></div> <p>Accumulator of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_zscore_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_zscore_1d_nb>rolling_zscore_1d_nb()</a>.</p> <p>Takes a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollZScoreAIS title=vectorbtpro.generic.enums.RollZScoreAIS>RollZScoreAIS</a> and returns a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.RollZScoreAOS title=vectorbtpro.generic.enums.RollZScoreAOS>RollZScoreAOS</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.rolling_zscore_nb>rolling_zscore_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L437-L448 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.rolling_zscore_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-57-1><a id=__codelineno-57-1 name=__codelineno-57-1 href=#__codelineno-57-1></a><span class=n>rolling_zscore_nb</span><span class=p>(</span>
</span><span id=__span-57-2><a id=__codelineno-57-2 name=__codelineno-57-2 href=#__codelineno-57-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-57-3><a id=__codelineno-57-3 name=__codelineno-57-3 href=#__codelineno-57-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-57-4><a id=__codelineno-57-4 name=__codelineno-57-4 href=#__codelineno-57-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-57-5><a id=__codelineno-57-5 name=__codelineno-57-5 href=#__codelineno-57-5></a> <span class=n>ddof</span><span class=o>=</span><span class=mi>0</span>
</span><span id=__span-57-6><a id=__codelineno-57-6 name=__codelineno-57-6 href=#__codelineno-57-6></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.rolling_zscore_1d_nb title=vectorbtpro.generic.nb.rolling.rolling_zscore_1d_nb>rolling_zscore_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.vidya_1d_nb>vidya_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L942-L976 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.vidya_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-58-1><a id=__codelineno-58-1 name=__codelineno-58-1 href=#__codelineno-58-1></a><span class=n>vidya_1d_nb</span><span class=p>(</span>
</span><span id=__span-58-2><a id=__codelineno-58-2 name=__codelineno-58-2 href=#__codelineno-58-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-58-3><a id=__codelineno-58-3 name=__codelineno-58-3 href=#__codelineno-58-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-58-4><a id=__codelineno-58-4 name=__codelineno-58-4 href=#__codelineno-58-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-58-5><a id=__codelineno-58-5 name=__codelineno-58-5 href=#__codelineno-58-5></a><span class=p>)</span>
</span></code></pre></div> <p>Compute VIDYA.</p> <p>Uses <a href=index.html#vectorbtpro.generic.nb.rolling.vidya_acc_nb title=vectorbtpro.generic.nb.rolling.vidya_acc_nb>vidya_acc_nb()</a> at each iteration.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.vidya_acc_nb>vidya_acc_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L869-L939 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.vidya_acc_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-59-1><a id=__codelineno-59-1 name=__codelineno-59-1 href=#__codelineno-59-1></a><span class=n>vidya_acc_nb</span><span class=p>(</span>
</span><span id=__span-59-2><a id=__codelineno-59-2 name=__codelineno-59-2 href=#__codelineno-59-2></a> <span class=n>in_state</span>
</span><span id=__span-59-3><a id=__codelineno-59-3 name=__codelineno-59-3 href=#__codelineno-59-3></a><span class=p>)</span>
</span></code></pre></div> <p>Accumulator of <a href=index.html#vectorbtpro.generic.nb.rolling.vidya_1d_nb title=vectorbtpro.generic.nb.rolling.vidya_1d_nb>vidya_1d_nb()</a>.</p> <p>Takes a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.VidyaAIS title=vectorbtpro.generic.enums.VidyaAIS>VidyaAIS</a> and returns a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.VidyaAOS title=vectorbtpro.generic.enums.VidyaAOS>VidyaAOS</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.vidya_nb>vidya_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L979-L990 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.vidya_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-60-1><a id=__codelineno-60-1 name=__codelineno-60-1 href=#__codelineno-60-1></a><span class=n>vidya_nb</span><span class=p>(</span>
</span><span id=__span-60-2><a id=__codelineno-60-2 name=__codelineno-60-2 href=#__codelineno-60-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-60-3><a id=__codelineno-60-3 name=__codelineno-60-3 href=#__codelineno-60-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-60-4><a id=__codelineno-60-4 name=__codelineno-60-4 href=#__codelineno-60-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-60-5><a id=__codelineno-60-5 name=__codelineno-60-5 href=#__codelineno-60-5></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.vidya_1d_nb title=vectorbtpro.generic.nb.rolling.vidya_1d_nb>vidya_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.wm_mean_1d_nb>wm_mean_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L490-L521 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.wm_mean_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-61-1><a id=__codelineno-61-1 name=__codelineno-61-1 href=#__codelineno-61-1></a><span class=n>wm_mean_1d_nb</span><span class=p>(</span>
</span><span id=__span-61-2><a id=__codelineno-61-2 name=__codelineno-61-2 href=#__codelineno-61-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-61-3><a id=__codelineno-61-3 name=__codelineno-61-3 href=#__codelineno-61-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-61-4><a id=__codelineno-61-4 name=__codelineno-61-4 href=#__codelineno-61-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-61-5><a id=__codelineno-61-5 name=__codelineno-61-5 href=#__codelineno-61-5></a><span class=p>)</span>
</span></code></pre></div> <p>Compute weighted moving average.</p> <p>Uses <a href=index.html#vectorbtpro.generic.nb.rolling.wm_mean_acc_nb title=vectorbtpro.generic.nb.rolling.wm_mean_acc_nb>wm_mean_acc_nb()</a> at each iteration.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.wm_mean_acc_nb>wm_mean_acc_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L451-L487 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.wm_mean_acc_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-62-1><a id=__codelineno-62-1 name=__codelineno-62-1 href=#__codelineno-62-1></a><span class=n>wm_mean_acc_nb</span><span class=p>(</span>
</span><span id=__span-62-2><a id=__codelineno-62-2 name=__codelineno-62-2 href=#__codelineno-62-2></a> <span class=n>in_state</span>
</span><span id=__span-62-3><a id=__codelineno-62-3 name=__codelineno-62-3 href=#__codelineno-62-3></a><span class=p>)</span>
</span></code></pre></div> <p>Accumulator of <a href=index.html#vectorbtpro.generic.nb.rolling.wm_mean_1d_nb title=vectorbtpro.generic.nb.rolling.wm_mean_1d_nb>wm_mean_1d_nb()</a>.</p> <p>Takes a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.WMMeanAIS title=vectorbtpro.generic.enums.WMMeanAIS>WMMeanAIS</a> and returns a state of type <a href=../../enums/index.html#vectorbtpro.generic.enums.WMMeanAOS title=vectorbtpro.generic.enums.WMMeanAOS>WMMeanAOS</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.wm_mean_nb>wm_mean_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L524-L535 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.wm_mean_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-63-1><a id=__codelineno-63-1 name=__codelineno-63-1 href=#__codelineno-63-1></a><span class=n>wm_mean_nb</span><span class=p>(</span>
</span><span id=__span-63-2><a id=__codelineno-63-2 name=__codelineno-63-2 href=#__codelineno-63-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-63-3><a id=__codelineno-63-3 name=__codelineno-63-3 href=#__codelineno-63-3></a> <span class=n>window</span><span class=p>,</span>
</span><span id=__span-63-4><a id=__codelineno-63-4 name=__codelineno-63-4 href=#__codelineno-63-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span>
</span><span id=__span-63-5><a id=__codelineno-63-5 name=__codelineno-63-5 href=#__codelineno-63-5></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.wm_mean_1d_nb title=vectorbtpro.generic.nb.rolling.wm_mean_1d_nb>wm_mean_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.wwm_mean_1d_nb>wwm_mean_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L825-L830 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.wwm_mean_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-64-1><a id=__codelineno-64-1 name=__codelineno-64-1 href=#__codelineno-64-1></a><span class=n>wwm_mean_1d_nb</span><span class=p>(</span>
</span><span id=__span-64-2><a id=__codelineno-64-2 name=__codelineno-64-2 href=#__codelineno-64-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-64-3><a id=__codelineno-64-3 name=__codelineno-64-3 href=#__codelineno-64-3></a> <span class=n>period</span><span class=p>,</span>
</span><span id=__span-64-4><a id=__codelineno-64-4 name=__codelineno-64-4 href=#__codelineno-64-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-64-5><a id=__codelineno-64-5 name=__codelineno-64-5 href=#__codelineno-64-5></a> <span class=n>adjust</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-64-6><a id=__codelineno-64-6 name=__codelineno-64-6 href=#__codelineno-64-6></a><span class=p>)</span>
</span></code></pre></div> <p>Compute Wilder's exponential weighted moving average.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.wwm_mean_nb>wwm_mean_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L833-L844 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.wwm_mean_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-65-1><a id=__codelineno-65-1 name=__codelineno-65-1 href=#__codelineno-65-1></a><span class=n>wwm_mean_nb</span><span class=p>(</span>
</span><span id=__span-65-2><a id=__codelineno-65-2 name=__codelineno-65-2 href=#__codelineno-65-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-65-3><a id=__codelineno-65-3 name=__codelineno-65-3 href=#__codelineno-65-3></a> <span class=n>period</span><span class=p>,</span>
</span><span id=__span-65-4><a id=__codelineno-65-4 name=__codelineno-65-4 href=#__codelineno-65-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-65-5><a id=__codelineno-65-5 name=__codelineno-65-5 href=#__codelineno-65-5></a> <span class=n>adjust</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-65-6><a id=__codelineno-65-6 name=__codelineno-65-6 href=#__codelineno-65-6></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.wwm_mean_1d_nb title=vectorbtpro.generic.nb.rolling.wwm_mean_1d_nb>wwm_mean_1d_nb()</a>.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.wwm_std_1d_nb>wwm_std_1d_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L847-L852 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.wwm_std_1d_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-66-1><a id=__codelineno-66-1 name=__codelineno-66-1 href=#__codelineno-66-1></a><span class=n>wwm_std_1d_nb</span><span class=p>(</span>
</span><span id=__span-66-2><a id=__codelineno-66-2 name=__codelineno-66-2 href=#__codelineno-66-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-66-3><a id=__codelineno-66-3 name=__codelineno-66-3 href=#__codelineno-66-3></a> <span class=n>period</span><span class=p>,</span>
</span><span id=__span-66-4><a id=__codelineno-66-4 name=__codelineno-66-4 href=#__codelineno-66-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-66-5><a id=__codelineno-66-5 name=__codelineno-66-5 href=#__codelineno-66-5></a> <span class=n>adjust</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-66-6><a id=__codelineno-66-6 name=__codelineno-66-6 href=#__codelineno-66-6></a><span class=p>)</span>
</span></code></pre></div> <p>Compute Wilder's exponential weighted moving standard deviation.</p> <hr> <h2 id=vectorbtpro.generic.nb.rolling.wwm_std_nb>wwm_std_nb <span class=dobjtype>function</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/nb/rolling.py#L855-L866 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.nb.rolling.wwm_std_nb title="Permanent link">&para;</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-67-1><a id=__codelineno-67-1 name=__codelineno-67-1 href=#__codelineno-67-1></a><span class=n>wwm_std_nb</span><span class=p>(</span>
</span><span id=__span-67-2><a id=__codelineno-67-2 name=__codelineno-67-2 href=#__codelineno-67-2></a> <span class=n>arr</span><span class=p>,</span>
</span><span id=__span-67-3><a id=__codelineno-67-3 name=__codelineno-67-3 href=#__codelineno-67-3></a> <span class=n>period</span><span class=p>,</span>
</span><span id=__span-67-4><a id=__codelineno-67-4 name=__codelineno-67-4 href=#__codelineno-67-4></a> <span class=n>minp</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
</span><span id=__span-67-5><a id=__codelineno-67-5 name=__codelineno-67-5 href=#__codelineno-67-5></a> <span class=n>adjust</span><span class=o>=</span><span class=kc>False</span>
</span><span id=__span-67-6><a id=__codelineno-67-6 name=__codelineno-67-6 href=#__codelineno-67-6></a><span class=p>)</span>
</span></code></pre></div> <p>2-dim version of <a href=index.html#vectorbtpro.generic.nb.rolling.wwm_std_1d_nb title=vectorbtpro.generic.nb.rolling.wwm_std_1d_nb>wwm_std_1d_nb()</a>.</p> </article> </div> <script>var target=document.getElementById(location.hash.slice(1));target&&target.name&&(target.checked=target.name.startsWith("__tabbed_"))</script> </div> <button type=button class="md-top md-icon" data-md-component=top hidden> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M13 20h-2V8l-5.5 5.5-1.42-1.42L12 4.16l7.92 7.92-1.42 1.42L13 8v12Z"/></svg> Back to top </button> </main> <footer class=md-footer> <nav class="md-footer__inner md-grid" aria-label=Footer> <a href=../records/index.html class="md-footer__link md-footer__link--prev" aria-label="Previous: records"> <div class="md-footer__button md-icon"> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11h12Z"/></svg> </div> <div class=md-footer__title> <span class=md-footer__direction> Previous </span> <div class=md-ellipsis> records </div> </div> </a> <a href=../sim_range/index.html class="md-footer__link md-footer__link--next" aria-label="Next: sim_range"> <div class=md-footer__title> <span class=md-footer__direction> Next </span> <div class=md-ellipsis> sim_range </div> </div> <div class="md-footer__button md-icon"> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M4 11v2h12l-5.5 5.5 1.42 1.42L19.84 12l-7.92-7.92L10.5 5.5 16 11H4Z"/></svg> </div> </a> </nav> <div class="md-footer-meta md-typeset"> <div class="md-footer-meta__inner md-grid"> <div class=md-copyright> <div class=md-copyright__highlight> Copyright &copy; 2021-2024 Oleg Polakow. 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