stoch module¶

Module with STOCH.

STOCH class¶

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

Stochastic Oscillator (STOCH).

A stochastic oscillator is a momentum indicator comparing a particular closing price of a security to a range of its prices over a certain period of time. It is used to generate overbought and oversold trading signals, utilizing a 0-100 bounded range of values.

See Stochastic Oscillator.

Superclasses

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

apply_func method¶

STOCH.apply_func(
    high,
    low,
    close,
    fast_k_window=14,
    slow_k_window=3,
    slow_d_window=3,
    wtype=0,
    slow_k_wtype=None,
    slow_d_wtype=None,
    minp=None,
    fast_k_minp=None,
    slow_k_minp=None,
    slow_d_minp=None,
    adjust=False,
    slow_k_adjust=None,
    slow_d_adjust=None
)

2-dim version of stoch_1d_nb.

cache_func class variable¶

close property¶

Input array.

close_above method¶

STOCH.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method¶

STOCH.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method¶

STOCH.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method¶

STOCH.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method¶

STOCH.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method¶

STOCH.close_stats(
    *args,
    **kwargs
)

Stats of close 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.

fast_k property¶

Output array.

fast_k_above method¶

STOCH.fast_k_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fast_k is above other.

See combine_objs().

fast_k_below method¶

STOCH.fast_k_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fast_k is below other.

See combine_objs().

fast_k_crossed_above method¶

STOCH.fast_k_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fast_k is crossed_above other.

See combine_objs().

fast_k_crossed_below method¶

STOCH.fast_k_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fast_k is crossed_below other.

See combine_objs().

fast_k_equal method¶

STOCH.fast_k_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fast_k is equal other.

See combine_objs().

fast_k_stats method¶

STOCH.fast_k_stats(
    *args,
    **kwargs
)

Stats of fast_k as generic.

fast_k_window_list property¶

List of fast_k_window values.

high property¶

Input array.

high_above method¶

STOCH.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¶

STOCH.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¶

STOCH.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¶

STOCH.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¶

STOCH.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¶

STOCH.high_stats(
    *args,
    **kwargs
)

Stats of high as generic.

low property¶

Input array.

low_above method¶

STOCH.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¶

STOCH.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¶

STOCH.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¶

STOCH.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¶

STOCH.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¶

STOCH.low_stats(
    *args,
    **kwargs
)

Stats of low as generic.

param_select_func_nb method¶

STOCH.param_select_func_nb(
    i,
    args_before,
    high,
    low,
    close,
    fast_k_window,
    slow_k_window,
    slow_d_window,
    wtype,
    slow_k_wtype,
    slow_d_wtype,
    *args
)

plot method¶

_STOCH.plot(
    column=None,
    limits=(20, 80),
    fast_k_trace_kwargs=None,
    slow_k_trace_kwargs=None,
    slow_d_trace_kwargs=None,
    add_shape_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot STOCH.slow_k and STOCH.slow_d.

Args

column : str

Name of the column to plot.

limits : tuple of float

Tuple of the lower and upper limit.

fast_k_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for STOCH.fast_k.

slow_k_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for STOCH.slow_k.

slow_d_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for STOCH.slow_d.

add_shape_kwargs : dict

Keyword arguments passed to fig.add_shape when adding the range between both limits.

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

>>> vbt.STOCH.run(ohlcv['High'], ohlcv['Low'], ohlcv['Close']).plot().show()

run class method¶

STOCH.run(
    high,
    low,
    close,
    fast_k_window=Default(value=14),
    slow_k_window=Default(value=3),
    slow_d_window=Default(value=3),
    wtype=Default(value='simple'),
    slow_k_wtype=Default(value=None),
    slow_d_wtype=Default(value=None),
    short_name='stoch',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run STOCH indicator.

• Inputs: high, low, close
• Parameters: fast_k_window, slow_k_window, slow_d_window, wtype, slow_k_wtype, slow_d_wtype
• Outputs: fast_k, slow_k, slow_d

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¶

STOCH.run_combs(
    high,
    low,
    close,
    fast_k_window=Default(value=14),
    slow_k_window=Default(value=3),
    slow_d_window=Default(value=3),
    wtype=Default(value='simple'),
    slow_k_wtype=Default(value=None),
    slow_d_wtype=Default(value=None),
    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 STOCH indicators using function comb_func.

• Inputs: high, low, close
• Parameters: fast_k_window, slow_k_window, slow_d_window, wtype, slow_k_wtype, slow_d_wtype
• Outputs: fast_k, slow_k, slow_d

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 STOCH.run().

slow_d property¶

Output array.

slow_d_above method¶

STOCH.slow_d_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where slow_d is above other.

See combine_objs().

slow_d_below method¶

STOCH.slow_d_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where slow_d is below other.

See combine_objs().

slow_d_crossed_above method¶

STOCH.slow_d_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where slow_d is crossed_above other.

See combine_objs().

slow_d_crossed_below method¶

STOCH.slow_d_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where slow_d is crossed_below other.

See combine_objs().

slow_d_equal method¶

STOCH.slow_d_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where slow_d is equal other.

See combine_objs().

slow_d_stats method¶

STOCH.slow_d_stats(
    *args,
    **kwargs
)

Stats of slow_d as generic.

slow_d_window_list property¶

List of slow_d_window values.

slow_d_wtype_list property¶

List of slow_d_wtype values.

slow_k property¶

Output array.

slow_k_above method¶

STOCH.slow_k_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where slow_k is above other.

See combine_objs().

slow_k_below method¶

STOCH.slow_k_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where slow_k is below other.

See combine_objs().

slow_k_crossed_above method¶

STOCH.slow_k_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where slow_k is crossed_above other.

See combine_objs().

slow_k_crossed_below method¶

STOCH.slow_k_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where slow_k is crossed_below other.

See combine_objs().

slow_k_equal method¶

STOCH.slow_k_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where slow_k is equal other.

See combine_objs().

slow_k_stats method¶

STOCH.slow_k_stats(
    *args,
    **kwargs
)

Stats of slow_k as generic.

slow_k_window_list property¶

List of slow_k_window values.

slow_k_wtype_list property¶

List of slow_k_wtype values.

wtype_list property¶

List of wtype values.