pivotinfo module¶

Module with PIVOTINFO.

PIVOTINFO class¶

PIVOTINFO(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    **kwargs
)

Indicator that returns various information on pivots identified based on thresholds.

• conf_pivot: the type of the latest confirmed pivot (running)
• conf_idx: the index of the latest confirmed pivot (running)
• conf_value: the high/low value under the latest confirmed pivot (running)
• last_pivot: the type of the latest pivot (running)
• last_idx: the index of the latest pivot (running)
• last_value: the high/low value under the latest pivot (running)
• pivots: confirmed pivots stored under their indices (looking ahead - use only for plotting!)
• modes: modes between confirmed pivot points (looking ahead - use only for plotting!)

Superclasses

• Analyzable
• AttrResolverMixin
• Cacheable
• Chainable
• Comparable
• Configured
• ExtPandasIndexer
• HasSettings
• IndexApplier
• IndexingBase
• IndicatorBase
• Itemable
• PandasIndexer
• Paramable
• Pickleable
• PlotsBuilderMixin
• Prettified
• StatsBuilderMixin
• Wrapping
• vectorbtpro.indicators.custom.pivotinfo.ParamIndexer

Inherited members

• AttrResolverMixin.deep_getattr()
• AttrResolverMixin.post_resolve_attr()
• AttrResolverMixin.pre_resolve_attr()
• AttrResolverMixin.resolve_attr()
• AttrResolverMixin.resolve_shortcut_attr()
• Cacheable.get_ca_setup()
• Chainable.pipe()
• Configured.copy()
• Configured.equals()
• Configured.get_writeable_attrs()
• Configured.prettify()
• Configured.replace()
• Configured.resolve_merge_kwargs()
• Configured.update_config()
• HasSettings.get_path_setting()
• HasSettings.get_path_settings()
• HasSettings.get_setting()
• HasSettings.get_settings()
• HasSettings.has_path_setting()
• HasSettings.has_path_settings()
• HasSettings.has_setting()
• HasSettings.has_settings()
• HasSettings.reset_settings()
• HasSettings.resolve_setting()
• HasSettings.resolve_settings_paths()
• HasSettings.set_settings()
• IndexApplier.add_levels()
• IndexApplier.drop_duplicate_levels()
• IndexApplier.drop_levels()
• IndexApplier.drop_redundant_levels()
• IndexApplier.select_levels()
• IndexingBase.indexing_setter_func()
• IndicatorBase.cls_dir
• IndicatorBase.column_only_select
• IndicatorBase.column_stack()
• IndicatorBase.config
• IndicatorBase.dropna()
• IndicatorBase.group_select
• IndicatorBase.iloc
• IndicatorBase.in_output_names
• IndicatorBase.indexing_func()
• IndicatorBase.indexing_kwargs
• IndicatorBase.input_names
• IndicatorBase.items()
• IndicatorBase.lazy_output_names
• IndicatorBase.level_names
• IndicatorBase.loc
• IndicatorBase.main_output
• IndicatorBase.output_flags
• IndicatorBase.output_names
• IndicatorBase.param_names
• IndicatorBase.plots_defaults
• IndicatorBase.range_only_select
• IndicatorBase.rec_state
• IndicatorBase.rename()
• IndicatorBase.rename_levels()
• IndicatorBase.row_stack()
• IndicatorBase.run_pipeline()
• IndicatorBase.self_aliases
• IndicatorBase.short_name
• IndicatorBase.stats_defaults
• IndicatorBase.to_dict()
• IndicatorBase.to_frame()
• IndicatorBase.unpack()
• IndicatorBase.wrapper
• IndicatorBase.xloc
• PandasIndexer.xs()
• Pickleable.decode_config()
• Pickleable.decode_config_node()
• Pickleable.dumps()
• Pickleable.encode_config()
• Pickleable.encode_config_node()
• Pickleable.file_exists()
• Pickleable.getsize()
• Pickleable.load()
• Pickleable.loads()
• Pickleable.modify_state()
• Pickleable.resolve_file_path()
• Pickleable.save()
• PlotsBuilderMixin.build_subplots_doc()
• PlotsBuilderMixin.override_subplots_doc()
• PlotsBuilderMixin.plots()
• StatsBuilderMixin.build_metrics_doc()
• StatsBuilderMixin.override_metrics_doc()
• StatsBuilderMixin.stats()
• Wrapping.apply_to_index()
• Wrapping.as_param()
• Wrapping.regroup()
• Wrapping.resample()
• Wrapping.resolve_column_stack_kwargs()
• Wrapping.resolve_row_stack_kwargs()
• Wrapping.resolve_self()
• Wrapping.resolve_stack_kwargs()
• Wrapping.select_col()
• Wrapping.select_col_from_obj()
• Wrapping.split()
• Wrapping.split_apply()

Subclasses

• vectorbtpro.indicators.custom.pivotinfo._PIVOTINFO

apply_func method¶

PIVOTINFO.apply_func(
    high,
    low,
    up_th,
    down_th
)

2-dim version of pivot_info_1d_nb.

cache_func class variable¶

conf_idx property¶

Output array.

conf_idx_above method¶

PIVOTINFO.conf_idx_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where conf_idx is above other.

See combine_objs().

conf_idx_below method¶

PIVOTINFO.conf_idx_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where conf_idx is below other.

See combine_objs().

conf_idx_crossed_above method¶

PIVOTINFO.conf_idx_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where conf_idx is crossed_above other.

See combine_objs().

conf_idx_crossed_below method¶

PIVOTINFO.conf_idx_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where conf_idx is crossed_below other.

See combine_objs().

conf_idx_equal method¶

PIVOTINFO.conf_idx_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where conf_idx is equal other.

See combine_objs().

conf_idx_stats method¶

PIVOTINFO.conf_idx_stats(
    *args,
    **kwargs
)

Stats of conf_idx as generic.

conf_pivot property¶

Output array.

conf_pivot_readable property¶

conf_pivot in readable format based on the following mapping:

{
    -1: 'Valley',
    1: 'Peak',
    0: None
}

conf_pivot_stats method¶

PIVOTINFO.conf_pivot_stats(
    *args,
    **kwargs
)

Stats of conf_pivot based on the following mapping:

{
    -1: 'Valley',
    1: 'Peak'
}

conf_value property¶

Custom property.

conf_value_above method¶

PIVOTINFO.conf_value_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where conf_value is above other.

See combine_objs().

conf_value_below method¶

PIVOTINFO.conf_value_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where conf_value is below other.

See combine_objs().

conf_value_crossed_above method¶

PIVOTINFO.conf_value_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where conf_value is crossed_above other.

See combine_objs().

conf_value_crossed_below method¶

PIVOTINFO.conf_value_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where conf_value is crossed_below other.

See combine_objs().

conf_value_equal method¶

PIVOTINFO.conf_value_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where conf_value is equal other.

See combine_objs().

conf_value_stats method¶

PIVOTINFO.conf_value_stats(
    *args,
    **kwargs
)

Stats of conf_value as generic.

custom_func method¶

IndicatorFactory.with_apply_func.<locals>.custom_func(
    input_tuple,
    in_output_tuple,
    param_tuple,
    *_args,
    input_shape=None,
    per_column=False,
    split_columns=False,
    skipna=False,
    return_cache=False,
    use_cache=True,
    jitted_loop=False,
    jitted_warmup=False,
    param_index=None,
    final_index=None,
    single_comb=False,
    execute_kwargs=None,
    **_kwargs
)

Custom function that forwards inputs and parameters to apply_func.

down_th_list property¶

List of down_th values.

high property¶

Input array.

high_above method¶

PIVOTINFO.high_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is above other.

See combine_objs().

high_below method¶

PIVOTINFO.high_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is below other.

See combine_objs().

high_crossed_above method¶

PIVOTINFO.high_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_above other.

See combine_objs().

high_crossed_below method¶

PIVOTINFO.high_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_below other.

See combine_objs().

high_equal method¶

PIVOTINFO.high_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is equal other.

See combine_objs().

high_stats method¶

PIVOTINFO.high_stats(
    *args,
    **kwargs
)

Stats of high as generic.

last_idx property¶

Output array.

last_idx_above method¶

PIVOTINFO.last_idx_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where last_idx is above other.

See combine_objs().

last_idx_below method¶

PIVOTINFO.last_idx_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where last_idx is below other.

See combine_objs().

last_idx_crossed_above method¶

PIVOTINFO.last_idx_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where last_idx is crossed_above other.

See combine_objs().

last_idx_crossed_below method¶

PIVOTINFO.last_idx_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where last_idx is crossed_below other.

See combine_objs().

last_idx_equal method¶

PIVOTINFO.last_idx_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where last_idx is equal other.

See combine_objs().

last_idx_stats method¶

PIVOTINFO.last_idx_stats(
    *args,
    **kwargs
)

Stats of last_idx as generic.

last_pivot property¶

Output array.

last_pivot_readable property¶

last_pivot in readable format based on the following mapping:

{
    -1: 'Valley',
    1: 'Peak',
    0: None
}

last_pivot_stats method¶

PIVOTINFO.last_pivot_stats(
    *args,
    **kwargs
)

Stats of last_pivot based on the following mapping:

{
    -1: 'Valley',
    1: 'Peak'
}

last_value property¶

Custom property.

last_value_above method¶

PIVOTINFO.last_value_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where last_value is above other.

See combine_objs().

last_value_below method¶

PIVOTINFO.last_value_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where last_value is below other.

See combine_objs().

last_value_crossed_above method¶

PIVOTINFO.last_value_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where last_value is crossed_above other.

See combine_objs().

last_value_crossed_below method¶

PIVOTINFO.last_value_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where last_value is crossed_below other.

See combine_objs().

last_value_equal method¶

PIVOTINFO.last_value_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where last_value is equal other.

See combine_objs().

last_value_stats method¶

PIVOTINFO.last_value_stats(
    *args,
    **kwargs
)

Stats of last_value as generic.

low property¶

Input array.

low_above method¶

PIVOTINFO.low_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is above other.

See combine_objs().

low_below method¶

PIVOTINFO.low_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is below other.

See combine_objs().

low_crossed_above method¶

PIVOTINFO.low_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_above other.

See combine_objs().

low_crossed_below method¶

PIVOTINFO.low_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_below other.

See combine_objs().

low_equal method¶

PIVOTINFO.low_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is equal other.

See combine_objs().

low_stats method¶

PIVOTINFO.low_stats(
    *args,
    **kwargs
)

Stats of low as generic.

modes property¶

Custom property.

modes_readable property¶

modes in readable format based on the following mapping:

{
    -1: 'Downtrend',
    1: 'Uptrend',
    0: None
}

modes_stats method¶

PIVOTINFO.modes_stats(
    *args,
    **kwargs
)

Stats of modes based on the following mapping:

{
    -1: 'Downtrend',
    1: 'Uptrend'
}

param_select_func_nb method¶

PIVOTINFO.param_select_func_nb(
    i,
    args_before,
    high,
    low,
    up_th,
    down_th,
    *args
)

pivots property¶

Custom property.

pivots_readable property¶

pivots in readable format based on the following mapping:

{
    -1: 'Valley',
    1: 'Peak',
    0: None
}

pivots_stats method¶

PIVOTINFO.pivots_stats(
    *args,
    **kwargs
)

Stats of pivots based on the following mapping:

{
    -1: 'Valley',
    1: 'Peak'
}

plot method¶

_PIVOTINFO.plot(
    column=None,
    conf_value_trace_kwargs=None,
    last_value_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot PIVOTINFO.conf_value and PIVOTINFO.last_value.

Args

column : str

Name of the column to plot.

conf_value_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for PIVOTINFO.conf_value line.

last_value_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for PIVOTINFO.last_value line.

add_trace_kwargs : dict

Keyword arguments passed to fig.add_trace when adding each trace.

fig : Figure or FigureWidget

Figure to add traces to.

**layout_kwargs

Keyword arguments passed to fig.update_layout.

Usage

>>> fig = ohlcv.vbt.ohlcv.plot()
>>> vbt.PIVOTINFO.run(ohlcv['High'], ohlcv['Low'], 0.1, 0.1).plot(fig=fig).show()

plot_zigzag method¶

_PIVOTINFO.plot_zigzag(
    column=None,
    zigzag_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot zig-zag line.

Args

column : str

Name of the column to plot.

zigzag_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for zig-zag line.

add_trace_kwargs : dict

Keyword arguments passed to fig.add_trace when adding each trace.

fig : Figure or FigureWidget

Figure to add traces to.

**layout_kwargs

Keyword arguments passed to fig.update_layout.

Usage

>>> fig = ohlcv.vbt.ohlcv.plot()
>>> vbt.PIVOTINFO.run(ohlcv['High'], ohlcv['Low'], 0.1, 0.1).plot_zigzag(fig=fig).show()

run class method¶

PIVOTINFO.run(
    high,
    low,
    up_th,
    down_th,
    short_name='pivotinfo',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run PIVOTINFO indicator.

• Inputs: high, low
• Parameters: up_th, down_th
• Outputs: conf_pivot, conf_idx, last_pivot, last_idx
• Lazy outputs: conf_value, last_value, pivots, modes

Pass a list of parameter names as hide_params to hide their column levels, or True to hide all. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to IndicatorBase.run_pipeline().

run_combs class method¶

PIVOTINFO.run_combs(
    high,
    low,
    up_th,
    down_th,
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple PIVOTINFO indicators using function comb_func.

• Inputs: high, low
• Parameters: up_th, down_th
• Outputs: conf_pivot, conf_idx, last_pivot, last_idx
• Lazy outputs: conf_value, last_value, pivots, modes

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to PIVOTINFO.run().

up_th_list property¶

List of up_th values.