def rank(self,
reset_by=None,
after_false=False,
allow_gaps=False,
broadcast_kwargs={}):
"""See `vectorbt.signals.nb.rank_nb`.
Example:
Rank `False` values in `signals`:
```python-repl
>>> not_signals = ~signals
>>> print(not_signals)
a b c
2018-01-01 False True True
2018-01-02 True False True
2018-01-03 True True False
2018-01-04 False True True
2018-01-05 True False True
>>> print(not_signals.vbt.signals.rank())
a b c
2018-01-01 0 1 1
2018-01-02 1 0 2
2018-01-03 2 1 0
2018-01-04 0 2 1
2018-01-05 1 0 2
>>> print(not_signals.vbt.signals.rank(after_false=True))
a b c
2018-01-01 0 0 0
2018-01-02 1 0 0
2018-01-03 2 1 0
2018-01-04 0 2 1
2018-01-05 1 0 2
>>> print(not_signals.vbt.signals.rank(allow_gaps=True))
a b c
2018-01-01 0 1 1
2018-01-02 1 0 2
2018-01-03 2 2 0
2018-01-04 0 3 3
2018-01-05 3 0 4
>>> print(not_signals.vbt.signals.rank(reset_by=signals, allow_gaps=True))
a b c
2018-01-01 0 1 1
2018-01-02 1 0 2
2018-01-03 2 1 0
2018-01-04 0 2 1
2018-01-05 1 0 2
```"""
if reset_by is not None:
obj, reset_by = reshape_fns.broadcast(self._obj, reset_by,
**broadcast_kwargs)
reset_by = reset_by.vbt.to_2d_array()
else:
obj = self._obj
ranked = nb.rank_nb(obj.vbt.to_2d_array(),
reset_by=reset_by,
after_false=after_false,
allow_gaps=allow_gaps)
return obj.vbt.wrap_array(ranked)
def rank(self,
reset_by=None,
after_false=False,
allow_gaps=False,
broadcast_kwargs=None,
wrap_kwargs=None):
"""See `vectorbt.signals.nb.rank_nb`.
## Example
Rank each True value in each partition in `sig`:
```python-repl
>>> sig.vbt.signals.rank()
a b c
2020-01-01 1 1 1
2020-01-02 0 0 2
2020-01-03 0 1 3
2020-01-04 0 0 0
2020-01-05 0 1 0
>>> sig.vbt.signals.rank(after_false=True)
a b c
2020-01-01 0 0 0
2020-01-02 0 0 0
2020-01-03 0 1 0
2020-01-04 0 0 0
2020-01-05 0 1 0
>>> sig.vbt.signals.rank(allow_gaps=True)
a b c
2020-01-01 1 1 1
2020-01-02 0 0 2
2020-01-03 0 2 3
2020-01-04 0 0 0
2020-01-05 0 3 0
>>> sig.vbt.signals.rank(reset_by=~sig, allow_gaps=True)
a b c
2020-01-01 1 1 1
2020-01-02 0 0 2
2020-01-03 0 1 3
2020-01-04 0 0 0
2020-01-05 0 1 0
```
"""
if broadcast_kwargs is None:
broadcast_kwargs = {}
if reset_by is not None:
obj, reset_by = reshape_fns.broadcast(self._obj, reset_by,
**broadcast_kwargs)
reset_by = reset_by.vbt.to_2d_array()
else:
obj = self._obj
ranked = nb.rank_nb(obj.vbt.to_2d_array(),
reset_by=reset_by,
after_false=after_false,
allow_gaps=allow_gaps)
return obj.vbt.wrapper.wrap(ranked, **merge_dicts({}, wrap_kwargs))