def __init__(self,
*args,
class_name='CustomSignals',
input_names=None,
attr_settings=None,
exit_only=False,
iteratively=False,
**kwargs):
if input_names is None:
input_names = []
if attr_settings is None:
attr_settings = {}
if iteratively:
exit_only = True
if exit_only:
if len(input_names) > 0:
if input_names[0] != 'entries':
input_names = ['entries'] + input_names
else:
input_names = ['entries']
output_names = ['exits']
if iteratively:
output_names = ['new_entries'] + output_names
attr_settings['new_entries'] = dict(dtype=np.bool)
else:
output_names = ['entries', 'exits']
attr_settings['entries'] = dict(dtype=np.bool)
attr_settings['exits'] = dict(dtype=np.bool)
IndicatorFactory.__init__(
self, *args,
class_name=class_name,
input_names=input_names,
output_names=output_names,
attr_settings=attr_settings,
**kwargs
)
self.exit_only = exit_only
self.iteratively = iteratively
def plot(_self,
entry_y=None,
exit_y=None,
entry_types=None,
exit_types=None,
entry_trace_kwargs=None,
exit_trace_kwargs=None,
fig=None,
**kwargs): # pragma: no cover
if _self.wrapper.ndim > 1:
raise TypeError("Select a column first. Use indexing.")
if entry_trace_kwargs is None:
entry_trace_kwargs = {}
if exit_trace_kwargs is None:
exit_trace_kwargs = {}
if entry_types is not None:
entry_trace_kwargs = merge_dicts(dict(
customdata=entry_types,
hovertemplate="(%{x}, %{y})<br>Type: %{customdata}"
), entry_trace_kwargs)
if exit_types is not None:
exit_trace_kwargs = merge_dicts(dict(
customdata=exit_types,
hovertemplate="(%{x}, %{y})<br>Type: %{customdata}"
), exit_trace_kwargs)
if exit_only and iteratively:
entries = _self.new_entries
else:
entries = _self.entries
exits = _self.exits
fig = entries.vbt.signals.plot_as_entry_markers(
y=entry_y, trace_kwargs=entry_trace_kwargs, fig=fig, **kwargs)
fig = exits.vbt.signals.plot_as_exit_markers(
y=exit_y, trace_kwargs=exit_trace_kwargs, fig=fig, **kwargs)
return fig
plot.__doc__ = """Plot `{0}.{1}` and `{0}.exits`.
Args:
entry_y (array_like): Y-axis values to plot entry markers on.
exit_y (array_like): Y-axis values to plot exit markers on.
entry_types (array_like): Entry types in string format.
exit_types (array_like): Exit types in string format.
entry_trace_kwargs (dict): Keyword arguments passed to \
`vectorbt.signals.accessors.SignalsSRAccessor.plot_as_entry_markers` for `{0}.{1}`.
exit_trace_kwargs (dict): Keyword arguments passed to \
`vectorbt.signals.accessors.SignalsSRAccessor.plot_as_exit_markers` for `{0}.exits`.
fig (plotly.graph_objects.Figure): Figure to add traces to.
**kwargs: Keyword arguments passed to `vectorbt.signals.accessors.SignalsSRAccessor.plot_as_markers`.
""".format(
class_name, 'new_entries' if exit_only and iteratively else 'entries'
)
setattr(self.CustomIndicator, 'plot', plot)
def __init__(self,
*args,
mode: tp.Union[str, int] = FactoryMode.Both,
input_names: tp.Optional[tp.Sequence[str]] = None,
attr_settings: tp.KwargsLike = None,
**kwargs) -> None:
mode = map_enum_fields(mode, FactoryMode)
if input_names is None:
input_names = []
else:
input_names = list(input_names)
if attr_settings is None:
attr_settings = {}
if 'entries' in input_names:
raise ValueError("entries cannot be used in input_names")
if 'exits' in input_names:
raise ValueError("exits cannot be used in input_names")
if mode == FactoryMode.Entries:
output_names = ['entries']
elif mode == FactoryMode.Exits:
input_names = ['entries'] + input_names
output_names = ['exits']
elif mode == FactoryMode.Both:
output_names = ['entries', 'exits']
else:
input_names = ['entries'] + input_names
output_names = ['new_entries', 'exits']
if 'entries' in input_names:
attr_settings['entries'] = dict(dtype=np.bool_)
for output_name in output_names:
attr_settings[output_name] = dict(dtype=np.bool_)
IndicatorFactory.__init__(self,
*args,
input_names=input_names,
output_names=output_names,
attr_settings=attr_settings,
**kwargs)
self.mode = mode
def plot(_self,
entry_y: tp.Optional[tp.ArrayLike] = None,
exit_y: tp.Optional[tp.ArrayLike] = None,
entry_types: tp.Optional[tp.ArrayLikeSequence] = None,
exit_types: tp.Optional[tp.ArrayLikeSequence] = None,
entry_trace_kwargs: tp.KwargsLike = None,
exit_trace_kwargs: tp.KwargsLike = None,
fig: tp.Optional[tp.BaseFigure] = None,
**kwargs) -> tp.BaseFigure: # pragma: no cover
if _self.wrapper.ndim > 1:
raise TypeError("Select a column first. Use indexing.")
if entry_trace_kwargs is None:
entry_trace_kwargs = {}
if exit_trace_kwargs is None:
exit_trace_kwargs = {}
entry_trace_kwargs = merge_dicts(
dict(name="New Entry" if mode ==
FactoryMode.Chain else "Entry"), entry_trace_kwargs)
exit_trace_kwargs = merge_dicts(dict(name="Exit"),
exit_trace_kwargs)
if entry_types is not None:
entry_types = np.asarray(entry_types)
entry_trace_kwargs = merge_dicts(
dict(customdata=entry_types,
hovertemplate="(%{x}, %{y})<br>Type: %{customdata}"),
entry_trace_kwargs)
if exit_types is not None:
exit_types = np.asarray(exit_types)
exit_trace_kwargs = merge_dicts(
dict(customdata=exit_types,
hovertemplate="(%{x}, %{y})<br>Type: %{customdata}"),
exit_trace_kwargs)
if mode == FactoryMode.Entries:
fig = _self.entries.vbt.signals.plot_as_entry_markers(
y=entry_y,
trace_kwargs=entry_trace_kwargs,
fig=fig,
**kwargs)
elif mode == FactoryMode.Exits:
fig = _self.entries.vbt.signals.plot_as_entry_markers(
y=entry_y,
trace_kwargs=entry_trace_kwargs,
fig=fig,
**kwargs)
fig = _self.exits.vbt.signals.plot_as_exit_markers(
y=exit_y,
trace_kwargs=exit_trace_kwargs,
fig=fig,
**kwargs)
elif mode == FactoryMode.Both:
fig = _self.entries.vbt.signals.plot_as_entry_markers(
y=entry_y,
trace_kwargs=entry_trace_kwargs,
fig=fig,
**kwargs)
fig = _self.exits.vbt.signals.plot_as_exit_markers(
y=exit_y,
trace_kwargs=exit_trace_kwargs,
fig=fig,
**kwargs)
else:
fig = _self.new_entries.vbt.signals.plot_as_entry_markers(
y=entry_y,
trace_kwargs=entry_trace_kwargs,
fig=fig,
**kwargs)
fig = _self.exits.vbt.signals.plot_as_exit_markers(
y=exit_y,
trace_kwargs=exit_trace_kwargs,
fig=fig,
**kwargs)
return fig
plot.__doc__ = """Plot `{0}.{1}` and `{0}.exits`.
Args:
entry_y (array_like): Y-axis values to plot entry markers on.
exit_y (array_like): Y-axis values to plot exit markers on.
entry_types (array_like): Entry types in string format.
exit_types (array_like): Exit types in string format.
entry_trace_kwargs (dict): Keyword arguments passed to \
`vectorbt.signals.accessors.SignalsSRAccessor.plot_as_entry_markers` for `{0}.{1}`.
exit_trace_kwargs (dict): Keyword arguments passed to \
`vectorbt.signals.accessors.SignalsSRAccessor.plot_as_exit_markers` for `{0}.exits`.
fig (Figure or FigureWidget): Figure to add traces to.
**kwargs: Keyword arguments passed to `vectorbt.signals.accessors.SignalsSRAccessor.plot_as_markers`.
""".format(self.class_name,
'new_entries' if mode == FactoryMode.Chain else 'entries')
setattr(self.Indicator, 'plot', plot)
