コード例 #1
0
ファイル: drawdowns.py プロジェクト: sumystic/vectorbt
 def _indexing_func(self, pd_indexing_func):
     """Perform indexing on `Drawdowns`."""
     new_wrapper, new_records_arr, _, col_idxs = \
         Records._indexing_func_meta(self, pd_indexing_func)
     new_ts = new_wrapper.wrap(self.ts.values[:, col_idxs], group_by=False)
     return self.copy(wrapper=new_wrapper,
                      records_arr=new_records_arr,
                      ts=new_ts)
コード例 #2
0
 def _indexing_func_meta(self, pd_indexing_func):
     """Perform indexing on `Orders` and return metadata."""
     new_wrapper, new_records_arr, group_idxs, col_idxs = \
         Records._indexing_func_meta(self, pd_indexing_func)
     new_close = new_wrapper.wrap(to_2d(self.close, raw=True)[:, col_idxs],
                                  group_by=False)
     return self.copy(wrapper=new_wrapper,
                      records_arr=new_records_arr,
                      close=new_close), group_idxs, col_idxs