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_settings module

Global settings of vectorbtpro.

settings config is also accessible via vectorbtpro.settings.

Note

All places in vectorbt import settings, not vectorbtpro.settings. Overwriting vectorbtpro.settings only overwrites the reference created for the user. Consider updating the settings config instead of replacing it.

Here are the main properties of the settings config:

  • It's a nested config, that is, a config that consists of multiple sub-configs. one per sub-package (e.g., 'data'), module (e.g., 'wrapping'), or even class (e.g., 'configured'). Each sub-config may consist of other sub-configs.
  • It has frozen keys - you cannot add other sub-configs or remove the existing ones, but you can modify them.
  • Each sub-config can be frozen_cfg or flex_cfg. The main reason for defining a flexible config is to allow adding new keys (e.g., 'plotting.layout').

For example, you can change default width and height of each plot:

>>> from vectorbtpro import *

>>> vbt.settings['plotting']['layout']['width'] = 800
>>> vbt.settings['plotting']['layout']['height'] = 400

The main sub-configs such as for plotting can be also accessed/modified using the dot notation:

>>> vbt.settings.plotting['layout']['width'] = 800

Some sub-configs allow the dot notation too but this depends on whether they are an instance of frozen_cfg:

>>> type(vbt.settings)
vectorbtpro._settings.frozen_cfg
>>> vbt.settings.data  # ok

>>> type(vbt.settings.data)
vectorbtpro._settings.frozen_cfg
>>> vbt.settings.data.silence_warnings  # ok

>>> type(vbt.settings.data.custom)
vectorbtpro._settings.flex_cfg
>>> vbt.settings.data.custom.binance  # error
>>> vbt.settings.data.custom["binance"]  # ok

Since this is only visible when looking at the source code, the advice is to always use the bracket notation.

Note

Whether the change takes effect immediately depends upon the place that accesses the settings. For example, changing 'wrapping.freq` has an immediate effect because the value is resolved every time ArrayWrapper.freq is called. On the other hand, changing 'portfolio.fillna_close' has only effect on Portfolio instances created in the future, not the existing ones, because the value is resolved upon the object's construction. Moreover, some settings are only accessed when importing the package for the first time, such as 'jitting.jit_decorator'. In any case, make sure to check whether the update actually took place.

Saving and loading

Like any other class subclassing Config, we can persist settings to the disk, load it back, and replace in-place. There are several ways of how to update the settings.

Binary file

Pickling will dump the entire settings object into a byte stream and save as a binary file. Supported file extensions are "pickle" (default) and "pkl".

>>> vbt.settings.save('my_settings')
>>> vbt.settings['caching']['disable'] = True
>>> vbt.settings['caching']['disable']
True

>>> vbt.settings.load_update('my_settings', clear=True)  # replace in-place
>>> vbt.settings['caching']['disable']
False

Note

Argument clear=True will replace the entire settings object. Disable it to apply only a subset of settings (default).

Config file

We can also encode the settings object into a config and save as a text file that can be edited easily. Supported file extensions are "config" (default), "cfg", and "ini".

>>> vbt.settings.save('my_settings', file_format="config")
>>> vbt.settings['caching']['disable'] = True
>>> vbt.settings['caching']['disable']
True

>>> vbt.settings.load_update('my_settings', file_format="config", clear=True)  # replace in-place
>>> vbt.settings['caching']['disable']
False

On import

Some settings (such as Numba-related ones) are applied only on import, so changing them during the runtime will have no effect. In this case, change the settings, save them to the disk, and then either rename the file to "vbt" (with extension) and place it in the working directory for it to be recognized automatically, or create an environment variable "VBT_SETTINGS_PATH" that holds the full path to the file - vectorbt will load it before any other module. You can also change the recognized file name using an environment variable "VBT_SETTINGS_NAME", which defaults to "vbt".

Note

Environment variables must be set before importing vectorbtpro.

For example, to set the default theme to dark, create the following "vbt.ini" file:

[plotting]
default_theme = dark

broadcasting frozen_cfg

Sub-config with settings applied to broadcasting functions across vectorbtpro.base.

frozen_cfg(
    align_index=True,
    align_columns=True,
    index_from='strict',
    columns_from='stack',
    ignore_sr_names=True,
    check_index_names=True,
    drop_duplicates=True,
    keep='last',
    drop_redundant=True,
    ignore_ranges=True,
    keep_wrap_default=False,
    keep_flex=False,
    min_ndim=None,
    expand_axis=1,
    index_to_param=True
)

caching frozen_cfg

Sub-config with settings applied across vectorbtpro.registries.ca_registry, vectorbtpro.utils.caching, and cacheable decorators in vectorbtpro.utils.decorators.

Hint

Apply setting register_lazily on startup to register all unbound cacheables.

Setting use_cached_accessors is applied only on import.

frozen_cfg(
    disable=False,
    disable_whitelist=False,
    disable_machinery=False,
    silence_warnings=False,
    register_lazily=True,
    ignore_args=[
        'jitted',
        'chunked'
    ],
    use_cached_accessors=True
)

chunking frozen_cfg

Sub-config with settings applied across vectorbtpro.registries.ch_registry and vectorbtpro.utils.chunking.

Note

Options (with _options suffix) and setting disable_wrapping are applied only on import.

frozen_cfg(
    disable=False,
    disable_wrapping=False,
    option=False,
    chunker_cls=None,
    size=None,
    min_size=None,
    n_chunks=None,
    chunk_len=None,
    chunk_meta=None,
    prepend_chunk_meta=None,
    skip_single_chunk=True,
    arg_take_spec=None,
    template_context=flex_cfg(),
    merge_func=None,
    merge_kwargs=flex_cfg(),
    return_raw_chunks=False,
    silence_warnings=False,
    forward_kwargs_as=flex_cfg(),
    execute_kwargs=flex_cfg(),
    merge_to_execute_kwargs=True,
    options=flex_cfg(),
    override_setup_options=flex_cfg(),
    override_options=flex_cfg()
)

config frozen_cfg

Sub-config with settings applied to Config.

frozen_cfg(
    options=flex_cfg()
)

configured frozen_cfg

Sub-config with settings applied to Configured.

frozen_cfg(
    check_expected_keys_=True,
    config=frozen_cfg(
        options=flex_cfg(
            readonly=True,
            nested=False
        )
    )
)

data frozen_cfg

Sub-config with settings applied across vectorbtpro.data.

frozen_cfg(
    keys_are_features=False,
    wrapper_kwargs=flex_cfg(),
    skip_on_error=False,
    silence_warnings=False,
    execute_kwargs=flex_cfg(),
    tz_localize='utc',
    tz_convert='utc',
    missing_index='nan',
    missing_columns='raise',
    custom=flex_cfg(
        synthetic=flex_cfg(
            start=None,
            end=None,
            timeframe=None,
            tz=None,
            normalize=False,
            inclusive='left'
        ),
        random=flex_cfg(
            start_value=100.0,
            mean=0.0,
            std=0.01,
            symmetric=False,
            seed=None
        ),
        random_ohlc=flex_cfg(
            n_ticks=50,
            start_value=100.0,
            mean=0.0,
            std=0.001,
            symmetric=False,
            seed=None
        ),
        gbm=flex_cfg(
            start_value=100.0,
            mean=0.0,
            std=0.01,
            dt=1.0,
            seed=None
        ),
        gbm_ohlc=flex_cfg(
            n_ticks=50,
            start_value=100.0,
            mean=0.0,
            std=0.001,
            dt=1.0,
            seed=None
        ),
        local=flex_cfg(),
        file=flex_cfg(
            match_paths=True,
            match_regex=None,
            sort_paths=True
        ),
        csv=flex_cfg(
            start=None,
            end=None,
            tz=None,
            start_row=None,
            end_row=None,
            header=0,
            index_col=0,
            parse_dates=True,
            chunk_func=None,
            squeeze=True,
            read_kwargs=flex_cfg()
        ),
        hdf=flex_cfg(
            start=None,
            end=None,
            tz=None,
            start_row=None,
            end_row=None,
            read_kwargs=flex_cfg()
        ),
        feather=flex_cfg(
            tz=None,
            index_col=0,
            squeeze=True,
            read_kwargs=flex_cfg()
        ),
        parquet=flex_cfg(
            tz=None,
            squeeze=True,
            keep_partition_cols=None,
            engine='auto',
            read_kwargs=flex_cfg()
        ),
        db=flex_cfg(),
        sql=flex_cfg(
            engine=None,
            engine_name=None,
            engine_config=flex_cfg(),
            schema=None,
            start=None,
            end=None,
            align_dates=True,
            parse_dates=True,
            to_utc=True,
            tz=None,
            start_row=None,
            end_row=None,
            keep_row_number=True,
            row_number_column='row_number',
            index_col=0,
            columns=None,
            dtype=None,
            chunksize=None,
            chunk_func=None,
            squeeze=True,
            read_sql_kwargs=flex_cfg(),
            engines=flex_cfg()
        ),
        duckdb=flex_cfg(
            connection=None,
            connection_config=flex_cfg(),
            schema=None,
            catalog=None,
            start=None,
            end=None,
            align_dates=True,
            parse_dates=True,
            to_utc=True,
            tz=None,
            index_col=0,
            squeeze=True,
            df_kwargs=flex_cfg(),
            sql_kwargs=flex_cfg()
        ),
        remote=flex_cfg(),
        yf=flex_cfg(
            period='max',
            start=None,
            end=None,
            timeframe='1d',
            tz=None,
            history_kwargs=flex_cfg()
        ),
        binance=flex_cfg(
            client=None,
            client_config=flex_cfg(
                api_key=None,
                api_secret=None
            ),
            start=0,
            end='now',
            timeframe='1d',
            tz='utc',
            klines_type='spot',
            limit=1000,
            delay=0.5,
            show_progress=True,
            pbar_kwargs=flex_cfg(),
            silence_warnings=False,
            get_klines_kwargs=flex_cfg()
        ),
        ccxt=flex_cfg(
            exchange=None,
            exchange_config=flex_cfg(
                enableRateLimit=True
            ),
            start=None,
            end=None,
            timeframe='1d',
            tz='utc',
            find_earliest_date=False,
            limit=1000,
            delay=None,
            retries=3,
            fetch_params=flex_cfg(),
            show_progress=True,
            pbar_kwargs=flex_cfg(),
            silence_warnings=False,
            exchanges=flex_cfg()
        ),
        alpaca=flex_cfg(
            client=None,
            client_type='stocks',
            client_config=flex_cfg(
                api_key=None,
                secret_key=None,
                oauth_token=None,
                paper=False
            ),
            start=0,
            end='now',
            timeframe='1d',
            tz='utc',
            adjustment='raw',
            feed=None,
            limit=None
        ),
        polygon=flex_cfg(
            client=None,
            client_config=flex_cfg(
                api_key=None
            ),
            start=0,
            end='now',
            timeframe='1d',
            tz='utc',
            adjusted=True,
            limit=50000,
            params=flex_cfg(),
            delay=0.5,
            retries=3,
            show_progress=True,
            pbar_kwargs=flex_cfg(),
            silence_warnings=False
        ),
        av=flex_cfg(
            use_parser=None,
            apikey=None,
            api_meta=None,
            category=None,
            function=None,
            timeframe=None,
            tz=None,
            adjusted=False,
            extended=False,
            slice='year1month1',
            series_type='close',
            time_period=10,
            outputsize='full',
            read_csv_kwargs=flex_cfg(
                index_col=0,
                parse_dates=True
            ),
            match_params=True,
            params=flex_cfg(),
            silence_warnings=False
        ),
        ndl=flex_cfg(
            api_key=None,
            data_format='dataset',
            start=None,
            end=None,
            tz='utc',
            column_indices=None,
            params=flex_cfg()
        ),
        tv=flex_cfg(
            client=None,
            client_config=flex_cfg(
                username=None,
                password=None,
                auth_token=None
            ),
            exchange=None,
            timeframe='D',
            tz='utc',
            fut_contract=None,
            adjustment='splits',
            extended_session=False,
            pro_data=True,
            limit=20000,
            delay=0.5,
            retries=3,
            search=flex_cfg(
                pages=None,
                delay=0.5,
                retries=3,
                show_progress=True,
                pbar_kwargs=flex_cfg()
            ),
            scanner=flex_cfg(
                markets=None,
                fields=None,
                filter_by=None,
                groups=None,
                template_context=flex_cfg(),
                scanner_kwargs=flex_cfg()
            )
        ),
        bento=flex_cfg(
            client=None,
            client_config=flex_cfg(
                key=None
            ),
            start=None,
            end=None,
            resolve_dates=True,
            timeframe=None,
            tz='utc',
            dataset=None,
            schema=None,
            df_kwargs=flex_cfg(),
            params=flex_cfg()
        ),
        finpy=flex_cfg(
            market=None,
            market_config=flex_cfg(),
            config_manager=None,
            config_manager_config=flex_cfg(),
            start='one year ago',
            end='now',
            timeframe='daily',
            tz='utc',
            request_kwargs=flex_cfg()
        )
    ),
    stats=flex_cfg(
        filters=flex_cfg(
            is_feature_oriented=flex_cfg(
                filter_func=<function <lambda> at 0x127ced4e0>
            ),
            is_symbol_oriented=flex_cfg(
                filter_func=<function <lambda> at 0x127cedee0>
            )
        )
    ),
    plots=flex_cfg()
)

Binance

See binance.client.Client.

CCXT

See Configuring API Keys. Keys can be defined per exchange. If a key is defined at the root, it applies to all exchanges.

Alpaca

Sign up for Alpaca API keys under https://app.alpaca.markets/signup.

datetime frozen_cfg

Sub-config with settings applied across vectorbtpro.utils.datetime_.

frozen_cfg(
    naive_tz='tzlocal()',
    to_fixed_offset=None,
    parse_with_dateparser=True,
    index=frozen_cfg(
        parse_index=True,
        parse_with_dateparser=False
    ),
    dateparser_kwargs=flex_cfg(),
    freq_from_n=20,
    tz_naive_ns=True,
    readable=frozen_cfg(
        drop_tz=True
    )
)

drawdowns frozen_cfg

Sub-config with settings applied to Drawdowns.

frozen_cfg(
    stats=flex_cfg(
        settings=flex_cfg(
            incl_active=False
        )
    ),
    plots=flex_cfg()
)

execution frozen_cfg

Sub-config with settings applied across vectorbtpro.utils.execution.

frozen_cfg(
    executor_cls=None,
    engine='SerialEngine',
    engine_config=flex_cfg(),
    min_size=None,
    n_chunks=None,
    chunk_len=None,
    chunk_meta=None,
    distribute='tasks',
    warmup=False,
    in_chunk_order=False,
    cache_chunks=False,
    chunk_cache_dir=None,
    chunk_cache_save_kwargs=flex_cfg(
        mkdir_kwargs=dict(
            mkdir=True
        )
    ),
    chunk_cache_load_kwargs=flex_cfg(),
    pre_clear_chunk_cache=False,
    post_clear_chunk_cache=True,
    release_chunk_cache=False,
    chunk_clear_cache=False,
    chunk_collect_garbage=False,
    chunk_delay=None,
    pre_execute_func=None,
    pre_execute_kwargs=flex_cfg(),
    pre_chunk_func=None,
    pre_chunk_kwargs=flex_cfg(),
    post_chunk_func=None,
    post_chunk_kwargs=flex_cfg(),
    post_execute_func=None,
    post_execute_kwargs=flex_cfg(),
    post_execute_on_sorted=False,
    filter_results=False,
    raise_no_results=True,
    merge_func=None,
    merge_kwargs=flex_cfg(),
    template_context=flex_cfg(),
    show_progress=True,
    pbar_kwargs=flex_cfg(),
    merge_to_engine_config=True,
    engines=flex_cfg(
        serial=flex_cfg(
            cls='SerialEngine',
            show_progress=True,
            pbar_kwargs=flex_cfg(),
            clear_cache=False,
            collect_garbage=False,
            delay=None
        ),
        threadpool=flex_cfg(
            cls='ThreadPoolEngine',
            init_kwargs=flex_cfg(),
            timeout=None
        ),
        processpool=flex_cfg(
            cls='ProcessPoolEngine',
            init_kwargs=flex_cfg(),
            timeout=None
        ),
        pathos=flex_cfg(
            cls='PathosEngine',
            pool_type='process',
            init_kwargs=flex_cfg(),
            timeout=None,
            check_delay=0.001,
            show_progress=False,
            pbar_kwargs=flex_cfg(),
            join_pool=False
        ),
        mpire=flex_cfg(
            cls='MpireEngine',
            init_kwargs=flex_cfg(
                use_dill=True
            ),
            apply_kwargs=flex_cfg()
        ),
        dask=flex_cfg(
            cls='DaskEngine',
            compute_kwargs=flex_cfg()
        ),
        ray=flex_cfg(
            cls='RayEngine',
            restart=False,
            reuse_refs=True,
            del_refs=True,
            shutdown=False,
            init_kwargs=flex_cfg(),
            remote_kwargs=flex_cfg()
        )
    )
)

generic frozen_cfg

Sub-config with settings applied to GenericAccessor.

frozen_cfg(
    use_jitted=False,
    stats=flex_cfg(
        filters=flex_cfg(
            has_mapping=flex_cfg(
                filter_func=<function <lambda> at 0x127cee2a0>
            )
        ),
        settings=flex_cfg(
            incl_all_keys=False
        )
    ),
    plots=flex_cfg()
)

importing frozen_cfg

Sub-config with settings applied on importing.

Disabling these options will make vectorbt load faster, but will limit the flexibility of accessing various features of the package.

Note

If auto_import is False, you won't be able to access most important modules and objects such as via vbt.Portfolio, only by explicitly importing them such as via from vectorbtpro.portfolio.base import Portfolio.

frozen_cfg(
    clear_pycache=False,
    auto_import=True,
    star_import='minimal',
    plotly=True,
    telegram=True,
    quantstats=True,
    sklearn=True
)

indexing frozen_cfg

Sub-config with settings applied to indexing functions across vectorbtpro.base.

Note

Options rotate_rows and rotate_cols are applied only on import. 

frozen_cfg(
    rotate_rows=False,
    rotate_cols=False
)

jitting frozen_cfg

Sub-config with settings applied across vectorbtpro.registries.jit_registry and vectorbtpro.utils.jitting.

Note

Options (with _options suffix) are applied only on import.

Keyword arguments (with _kwargs suffix) are applied right away.

frozen_cfg(
    disable=False,
    disable_wrapping=False,
    disable_resolution=False,
    option=True,
    allow_new=False,
    register_new=False,
    jitters=flex_cfg(
        nb=frozen_cfg(
            cls='NumbaJitter',
            aliases={
                'numba'
            },
            options=flex_cfg(),
            override_options=flex_cfg(),
            resolve_kwargs=flex_cfg(),
            tasks=flex_cfg()
        ),
        np=frozen_cfg(
            cls='NumPyJitter',
            aliases={
                'numpy'
            },
            options=flex_cfg(),
            override_options=flex_cfg(),
            resolve_kwargs=flex_cfg(),
            tasks=flex_cfg()
        )
    ),
    template_context=flex_cfg()
)

logs frozen_cfg

Sub-config with settings applied to Logs.

frozen_cfg(
    stats=flex_cfg()
)

mapped_array frozen_cfg

Sub-config with settings applied to MappedArray.

frozen_cfg(
    stats=flex_cfg(
        filters=flex_cfg(
            has_mapping=flex_cfg(
                filter_func=<function <lambda> at 0x127cee660>
            )
        ),
        settings=flex_cfg(
            incl_all_keys=False
        )
    ),
    plots=flex_cfg()
)

math frozen_cfg

Sub-config with settings applied across vectorbtpro.utils.math_.

Note

All math settings are applied only on import.

frozen_cfg(
    use_tol=True,
    rel_tol=1e-09,
    abs_tol=1e-12,
    use_round=True,
    decimals=12
)

messaging frozen_cfg

Sub-config with settings applied across vectorbtpro.messaging.

frozen_cfg(
    telegram=flex_cfg(
        token=None,
        use_context=True,
        persistence=True,
        defaults=flex_cfg(),
        drop_pending_updates=True
    ),
    giphy=flex_cfg(
        api_key=None,
        weirdness=5
    )
)

python-telegram-bot

Sub-config with settings applied to python-telegram-bot.

Set persistence to string to use as filename in telegram.ext.PicklePersistence. For defaults, see telegram.ext.Defaults. Other settings will be distributed across telegram.ext.Updater and telegram.ext.updater.Updater.start_polling.

GIPHY

Sub-config with settings applied to GIPHY Translate Endpoint.

numba frozen_cfg

Sub-config with Numba-related settings.

frozen_cfg(
    disable=False,
    parallel=None,
    silence_warnings=False,
    check_func_type=True,
    check_func_suffix=False
)

ohlcv frozen_cfg

Sub-config with settings applied across vectorbtpro.ohlcv.

frozen_cfg(
    ohlc_type='candlestick',
    feature_map=flex_cfg(),
    stats=flex_cfg(),
    plots=flex_cfg()
)

orders frozen_cfg

Sub-config with settings applied to Orders.

frozen_cfg(
    stats=flex_cfg(),
    plots=flex_cfg()
)

params frozen_cfg

Sub-config with settings applied across vectorbtpro.utils.params.

frozen_cfg(
    parameterizer_cls=None,
    param_search_kwargs=flex_cfg(),
    skip_single_comb=True,
    template_context=flex_cfg(),
    build_grid=None,
    grid_indices=None,
    random_subset=None,
    random_replace=False,
    random_sort=True,
    max_guesses=None,
    max_misses=None,
    seed=None,
    clean_index_kwargs=flex_cfg(),
    name_tuple_to_str=True,
    selection=None,
    forward_kwargs_as=flex_cfg(),
    mono_min_size=None,
    mono_n_chunks=None,
    mono_chunk_len=None,
    mono_chunk_meta=None,
    mono_merge_func=None,
    mono_merge_kwargs=flex_cfg(),
    mono_reduce=None,
    filter_results=True,
    raise_no_results=True,
    merge_func=None,
    merge_kwargs=flex_cfg(),
    return_meta=False,
    return_param_index=False,
    execute_kwargs=flex_cfg(),
    merge_to_execute_kwargs=True
)

path frozen_cfg

Sub-config with settings applied across vectorbtpro.utils.path_.

frozen_cfg(
    mkdir=frozen_cfg(
        mkdir=False,
        mode=511,
        parents=True,
        exist_ok=True
    )
)

pbar frozen_cfg

Sub-config with settings applied across vectorbtpro.utils.pbar.

frozen_cfg(
    disable=False,
    disable_desc=False,
    disable_registry=False,
    disable_machinery=False,
    type='tqdm_auto',
    force_open_bar=False,
    reuse=True,
    kwargs=flex_cfg(
        delay=2
    ),
    desc_kwargs=flex_cfg(
        as_postfix=True,
        refresh=False
    ),
    silence_warnings=False
)

pfopt frozen_cfg

Sub-config with settings applied across vectorbtpro.portfolio.pfopt.

frozen_cfg(
    pypfopt=flex_cfg(
        target='max_sharpe',
        target_is_convex=True,
        weights_sum_to_one=True,
        target_constraints=None,
        target_solver='SLSQP',
        target_initial_guess=None,
        objectives=None,
        constraints=None,
        sector_mapper=None,
        sector_lower=None,
        sector_upper=None,
        discrete_allocation=False,
        allocation_method='lp_portfolio',
        silence_warnings=True,
        ignore_opt_errors=True,
        ignore_errors=False
    ),
    riskfolio=flex_cfg(
        nan_to_zero=True,
        dropna_rows=True,
        dropna_cols=True,
        dropna_any=True,
        factors=None,
        port=None,
        port_cls=None,
        opt_method=None,
        stats_methods=None,
        model=None,
        asset_classes=None,
        constraints_method=None,
        constraints=None,
        views_method=None,
        views=None,
        solvers=None,
        sol_params=None,
        freq=None,
        year_freq=None,
        pre_opt=False,
        pre_opt_kwargs=flex_cfg(),
        pre_opt_as_w=False,
        func_kwargs=flex_cfg(),
        silence_warnings=True,
        return_port=False,
        ignore_errors=False
    ),
    stats=flex_cfg(
        filters=flex_cfg(
            alloc_ranges=flex_cfg(
                filter_func=<function <lambda> at 0x127cee980>
            )
        )
    ),
    plots=flex_cfg(
        filters=flex_cfg(
            alloc_ranges=flex_cfg(
                filter_func=<function <lambda> at 0x127cee7a0>
            )
        )
    )
)

pickling frozen_cfg

Sub-config with settings applied to vectorbtpro.utils.pickling.

frozen_cfg(
    pickle_classes=None,
    file_format='pickle',
    compression=None,
    extensions=flex_cfg(
        serialization=flex_cfg(
            pickle={
                'p',
                'pkl',
                'pickle'
            },
            config={
                'config',
                'cfg',
                'ini'
            }
        ),
        compression=flex_cfg(
            bz2={
                'bz',
                'bzip2',
                'bz2'
            },
            gzip={
                'gz',
                'gzip'
            },
            lzma={
                'lzma',
                'xz'
            },
            lz4={
                'lz4'
            },
            blosc2={
                'blosc2'
            },
            blosc1={
                'blosc1'
            },
            blosc={
                'blosc'
            }
        )
    )
)

plots_builder frozen_cfg

Sub-config with settings applied to PlotsBuilderMixin.

frozen_cfg(
    subplots='all',
    tags='all',
    silence_warnings=False,
    template_context=flex_cfg(),
    filters=flex_cfg(
        is_not_grouped=flex_cfg(
            filter_func=<function <lambda> at 0x127ced800>,
            warning_message=Sub(
                template="Subplot '$subplot_name' does not support grouped data",
                context=None,
                strict=None,
                context_merge_kwargs=None,
                eval_id=None
            )
        ),
        has_freq=flex_cfg(
            filter_func=<function <lambda> at 0x127cee200>,
            warning_message=Sub(
                template="Subplot '$subplot_name' requires frequency to be set",
                context=None,
                strict=None,
                context_merge_kwargs=None,
                eval_id=None
            )
        )
    ),
    settings=flex_cfg(
        use_caching=True,
        hline_shape_kwargs=flex_cfg(
            type='line',
            line=flex_cfg(
                color='gray',
                dash='dash'
            )
        )
    ),
    subplot_settings=flex_cfg(),
    show_titles=True,
    hide_id_labels=True,
    group_id_labels=True,
    make_subplots_kwargs=flex_cfg(),
    layout_kwargs=flex_cfg()
)

plotting frozen_cfg

Sub-config with settings applied to Plotly figures created from vectorbtpro.utils.figure.

frozen_cfg(
    use_widgets=True,
    use_resampler=False,
    auto_rangebreaks=False,
    pre_show_func=None,
    show_kwargs=flex_cfg(),
    use_gl=False,
    color_schema=flex_cfg(
        increasing='#26a69a',
        decreasing='#ee534f',
        lightblue='#6ca6cd',
        lightpurple='#6c76cd',
        lightpink='#cd6ca6',
        blue='#1f77b4',
        orange='#ff7f0e',
        green='#2ca02c',
        red='#dc3912',
        purple='#9467bd',
        brown='#8c564b',
        pink='#e377c2',
        gray='#7f7f7f',
        yellow='#bcbd22',
        cyan='#17becf'
    ),
    contrast_color_schema=flex_cfg(
        blue='#4285F4',
        orange='#FFAA00',
        green='#37B13F',
        red='#EA4335',
        gray='#E2E2E2',
        purple='#A661D5',
        pink='#DD59AA'
    ),
    themes=flex_cfg(
        light=frozen_cfg(
            color_schema=flex_cfg(
                blue='#1f77b4',
                orange='#ff7f0e',
                green='#2ca02c',
                red='#dc3912',
                purple='#9467bd',
                brown='#8c564b',
                pink='#e377c2',
                gray='#7f7f7f',
                yellow='#bcbd22',
                cyan='#17becf'
            ),
            path='__name__/templates/light.json'
        ),
        dark=frozen_cfg(
            color_schema=flex_cfg(
                blue='#1f77b4',
                orange='#ff7f0e',
                green='#2ca02c',
                red='#dc3912',
                purple='#9467bd',
                brown='#8c564b',
                pink='#e377c2',
                gray='#7f7f7f',
                yellow='#bcbd22',
                cyan='#17becf'
            ),
            path='__name__/templates/dark.json'
        ),
        seaborn=frozen_cfg(
            color_schema=flex_cfg(
                blue='rgb(76,114,176)',
                orange='rgb(221,132,82)',
                green='rgb(85,168,104)',
                red='rgb(196,78,82)',
                purple='rgb(129,114,179)',
                brown='rgb(147,120,96)',
                pink='rgb(218,139,195)',
                gray='rgb(140,140,140)',
                yellow='rgb(204,185,116)',
                cyan='rgb(100,181,205)'
            ),
            path='__name__/templates/seaborn.json'
        )
    ),
    default_theme='light',
    layout=flex_cfg(
        width=700,
        height=350,
        margin=flex_cfg(
            t=30,
            b=30,
            l=30,
            r=30
        ),
        legend=flex_cfg(
            orientation='h',
            yanchor='bottom',
            y=1.02,
            xanchor='right',
            x=1,
            traceorder='normal'
        ),
        template='vbt_light'
    )
)

portfolio frozen_cfg

Sub-config with settings applied to Portfolio.

frozen_cfg(
    data=None,
    open=None,
    high=None,
    low=None,
    close=None,
    bm_close=None,
    val_price='price',
    init_cash=100.0,
    init_position=0.0,
    init_price=np.nan,
    cash_deposits=0.0,
    cash_deposits_as_input=False,
    cash_earnings=0.0,
    cash_dividends=0.0,
    cash_sharing=False,
    ffill_val_price=True,
    update_value=False,
    save_state=False,
    save_value=False,
    save_returns=False,
    fill_pos_info=True,
    track_value=True,
    row_wise=False,
    seed=None,
    group_by=None,
    broadcast_named_args=None,
    broadcast_kwargs=flex_cfg(
        require_kwargs=flex_cfg(
            requirements='W'
        )
    ),
    template_context=flex_cfg(),
    keep_inout_flex=True,
    from_ago=None,
    sim_start=None,
    sim_end=None,
    call_seq=None,
    attach_call_seq=False,
    max_order_records=None,
    max_log_records=None,
    jitted=None,
    chunked=None,
    staticized=False,
    records=None,
    size=np.inf,
    size_type='amount',
    direction='both',
    price='close',
    fees=0.0,
    fixed_fees=0.0,
    slippage=0.0,
    min_size=np.nan,
    max_size=np.nan,
    size_granularity=np.nan,
    leverage=1.0,
    leverage_mode='lazy',
    reject_prob=0.0,
    price_area_vio_mode='ignore',
    allow_partial=True,
    raise_reject=False,
    log=False,
    from_orders=flex_cfg(),
    from_signals=flex_cfg(
        direction='longonly',
        adjust_func_nb=None,
        adjust_args=(),
        signal_func_nb=None,
        signal_args=None,
        post_signal_func_nb=None,
        post_signal_args=(),
        post_segment_func_nb=None,
        post_segment_args=(),
        order_mode=False,
        accumulate=False,
        upon_long_conflict='ignore',
        upon_short_conflict='ignore',
        upon_dir_conflict='ignore',
        upon_opposite_entry='reversereduce',
        order_type='market',
        limit_reverse=False,
        limit_delta=np.nan,
        limit_tif=-1,
        limit_expiry=-1,
        limit_order_price='limit',
        upon_adj_limit_conflict='keepignore',
        upon_opp_limit_conflict='cancelexecute',
        use_stops=None,
        stop_ladder='disabled',
        sl_stop=np.nan,
        tsl_th=np.nan,
        tsl_stop=np.nan,
        tp_stop=np.nan,
        td_stop=-1,
        dt_stop=-1,
        stop_entry_price='close',
        stop_exit_price='stop',
        stop_order_type='market',
        stop_limit_delta=np.nan,
        stop_exit_type='close',
        upon_stop_update='override',
        upon_adj_stop_conflict='keepexecute',
        upon_opp_stop_conflict='keepexecute',
        delta_format='percent',
        time_delta_format='index'
    ),
    hold_direction='longonly',
    close_at_end=False,
    from_order_func=flex_cfg(
        segment_mask=True,
        call_pre_segment=False,
        call_post_segment=False,
        pre_sim_func_nb=None,
        pre_sim_args=(),
        post_sim_func_nb=None,
        post_sim_args=(),
        pre_group_func_nb=None,
        pre_group_args=(),
        post_group_func_nb=None,
        post_group_args=(),
        pre_row_func_nb=None,
        pre_row_args=(),
        post_row_func_nb=None,
        post_row_args=(),
        pre_segment_func_nb=None,
        pre_segment_args=(),
        post_segment_func_nb=None,
        post_segment_args=(),
        order_func_nb=None,
        order_args=(),
        flex_order_func_nb=None,
        flex_order_args=(),
        post_order_func_nb=None,
        post_order_args=(),
        row_wise=False
    ),
    from_def_order_func=flex_cfg(
        flexible=False
    ),
    freq=None,
    year_freq=None,
    use_in_outputs=True,
    fillna_close=True,
    weights=None,
    trades_type='exittrades',
    stats=flex_cfg(
        filters=flex_cfg(
            has_year_freq=flex_cfg(
                filter_func=<function <lambda> at 0x127cee700>,
                warning_message=Sub(
                    template="Metric '$metric_name' requires year frequency to be set",
                    context=None,
                    strict=None,
                    context_merge_kwargs=None,
                    eval_id=None
                )
            ),
            has_bm_returns=flex_cfg(
                filter_func=<function <lambda> at 0x127cee5c0>,
                warning_message=Sub(
                    template="Metric '$metric_name' requires bm_returns to be set",
                    context=None,
                    strict=None,
                    context_merge_kwargs=None,
                    eval_id=None
                )
            ),
            has_cash_deposits=flex_cfg(
                filter_func=<function <lambda> at 0x127cee840>
            ),
            has_cash_earnings=flex_cfg(
                filter_func=<function <lambda> at 0x127cee8e0>
            )
        ),
        settings=flex_cfg(
            use_asset_returns=False,
            incl_open=False
        ),
        template_context=flex_cfg(
            incl_open_tags=RepEval(
                template="['open', 'closed'] if incl_open else ['closed']",
                context=None,
                strict=None,
                context_merge_kwargs=None,
                eval_id=None
            )
        )
    ),
    plots=flex_cfg(
        subplots=[
            'orders',
            'trade_pnl',
            'cum_returns'
        ],
        settings=flex_cfg(
            use_asset_returns=False
        )
    )
)

qs_adapter frozen_cfg

Sub-config with settings applied to QSAdapter.

frozen_cfg(
    defaults=flex_cfg()
)

ranges frozen_cfg

Sub-config with settings applied to Ranges.

frozen_cfg(
    stats=flex_cfg(),
    plots=flex_cfg()
)

records frozen_cfg

Sub-config with settings applied to Records.

frozen_cfg(
    stats=flex_cfg(),
    plots=flex_cfg()
)

resampling frozen_cfg

Sub-config with settings applied across vectorbtpro.base.resampling.

frozen_cfg(
    silence_warnings=False
)

returns frozen_cfg

Sub-config with settings applied to ReturnsAccessor.

frozen_cfg(
    inf_to_nan=False,
    nan_to_zero=False,
    year_freq='365 days',
    bm_returns=None,
    defaults=flex_cfg(
        start_value=1.0,
        window=10,
        minp=None,
        ddof=1,
        risk_free=0.0,
        levy_alpha=2.0,
        required_return=0.0,
        cutoff=0.05,
        period=None
    ),
    stats=flex_cfg(
        filters=flex_cfg(
            has_year_freq=flex_cfg(
                filter_func=<function <lambda> at 0x127cee480>,
                warning_message=Sub(
                    template="Metric '$metric_name' requires year frequency to be set",
                    context=None,
                    strict=None,
                    context_merge_kwargs=None,
                    eval_id=None
                )
            ),
            has_bm_returns=flex_cfg(
                filter_func=<function <lambda> at 0x127cee520>,
                warning_message=Sub(
                    template="Metric '$metric_name' requires bm_returns to be set",
                    context=None,
                    strict=None,
                    context_merge_kwargs=None,
                    eval_id=None
                )
            )
        ),
        settings=flex_cfg(
            check_is_not_grouped=True
        )
    ),
    plots=flex_cfg()
)

search frozen_cfg

Sub-config with settings applied across vectorbtpro.utils.search.

frozen_cfg(
    excl_types=(
        <class 'list'>,
        <class 'set'>,
        <class 'frozenset'>
    ),
    incl_types=None,
    max_len=None,
    max_depth=None
)

settings SettingsConfig

Global settings config.

Combines all sub-configs defined in this module.

signals frozen_cfg

Sub-config with settings applied to SignalsAccessor.

frozen_cfg(
    stats=flex_cfg(
        filters=flex_cfg(
            silent_has_target=flex_cfg(
                filter_func=<function <lambda> at 0x127cee160>
            )
        ),
        settings=flex_cfg(
            target=None,
            target_name='Target',
            relation='onemany'
        )
    ),
    plots=flex_cfg()
)

splitter frozen_cfg

Sub-config with settings applied to Splitter.

frozen_cfg(
    stats=flex_cfg(
        settings=flex_cfg(
            normalize=True
        ),
        filters=flex_cfg(
            has_multiple_sets=flex_cfg(
                filter_func=<function <lambda> at 0x127cee340>
            ),
            normalize=flex_cfg(
                filter_func=<function <lambda> at 0x127cee3e0>
            )
        )
    ),
    plots=flex_cfg()
)

stats_builder frozen_cfg

Sub-config with settings applied to StatsBuilderMixin.

frozen_cfg(
    metrics='all',
    tags='all',
    dropna=False,
    silence_warnings=False,
    template_context=flex_cfg(),
    filters=flex_cfg(
        is_not_grouped=flex_cfg(
            filter_func=<function <lambda> at 0x127cedf80>,
            warning_message=Sub(
                template="Metric '$metric_name' does not support grouped data",
                context=None,
                strict=None,
                context_merge_kwargs=None,
                eval_id=None
            )
        ),
        has_freq=flex_cfg(
            filter_func=<function <lambda> at 0x127cee0c0>,
            warning_message=Sub(
                template="Metric '$metric_name' requires frequency to be set",
                context=None,
                strict=None,
                context_merge_kwargs=None,
                eval_id=None
            )
        )
    ),
    settings=flex_cfg(
        to_timedelta=None,
        use_caching=True
    ),
    metric_settings=flex_cfg()
)

template frozen_cfg

Sub-config with settings applied across vectorbtpro.utils.template.

frozen_cfg(
    strict=True,
    search_kwargs=flex_cfg(),
    context=flex_cfg()
)

trades frozen_cfg

Sub-config with settings applied to Trades.

frozen_cfg(
    stats=flex_cfg(
        settings=flex_cfg(
            incl_open=False
        ),
        template_context=flex_cfg(
            incl_open_tags=RepEval(
                template="['open', 'closed'] if incl_open else ['closed']",
                context=None,
                strict=None,
                context_merge_kwargs=None,
                eval_id=None
            )
        )
    ),
    plots=flex_cfg()
)

wrapping frozen_cfg

Sub-config with settings applied across vectorbtpro.base.wrapping.

frozen_cfg(
    column_only_select=False,
    range_only_select=False,
    group_select=True,
    freq='auto',
    silence_warnings=False,
    zero_to_none=True,
    min_precision=None,
    max_precision=None,
    prec_float_only=True,
    prec_check_bounds=True,
    prec_strict=True
)

When enabling max_precision and running your code for the first time, make sure to enable prec_check_bounds. After that, you can safely disable it to slightly increase performance.

SettingsConfig class

SettingsConfig(
    *args,
    **kwargs
)

Extends Config for global settings.

Superclasses

Inherited members

register_template method

SettingsConfig.register_template(
    theme
)

Register template of a theme.

register_templates method

SettingsConfig.register_templates()

Register templates of all themes.

reset_theme method

SettingsConfig.reset_theme()

Reset to default theme.

set_theme method

SettingsConfig.set_theme(
    theme
)

Set default theme.

substitute_sub_config_docs method

SettingsConfig.substitute_sub_config_docs(
    __pdoc__,
    prettify_kwargs=None
)

Substitute templates in sub-config docs.

flex_cfg class

flex_cfg(
    *args,
    **kwargs
)

Class representing a flexible sub-config.

Superclasses

Inherited members

frozen_cfg class

frozen_cfg(
    *args,
    **kwargs
)

Class representing a frozen sub-config.

Superclasses

Inherited members