def obv_custom_func_nb(close_ts, volume_ts):
"""Custom calculation function for `vectorbt.indicators.basic.OBV`."""
obv = generic_nb.set_by_mask_mult_nb(volume_ts, close_ts < generic_nb.fshift_nb(close_ts, 1), -volume_ts)
obv = generic_nb.cumsum_nb(obv)
return obv
def obv_custom_nb(close: tp.Array2d, volume_ts: tp.Array2d) -> tp.Array2d:
"""Custom calculation function for `vectorbt.indicators.basic.OBV`."""
obv = generic_nb.set_by_mask_mult_nb(
volume_ts, close < generic_nb.fshift_nb(close, 1), -volume_ts)
obv = generic_nb.nancumsum_nb(obv)
return obv