To define a basic package structure for common logic such as custom indicators, algorithms, mathematical procedures, etc. A custom vectorbt indicator has been defined in a ge.analysis.indicators along with a test.
To show how to define and use custom vectorbt indicators. This may help people new to vectorbt (e.g. me) to get familiar with the procedures. It will definitely save time if we are all aware of the features that the underlying framework provides. The custom-defined indicator is based on source code in the vectorbt repository. There is also a notebook that shows how to initialize and use a custom indicator.
To show how to use Numba to optimize Python source code. Numba is a JIT compiler that generates LLVM code from Python code, and it can speed up computational processes.
This MR attempts the following:
To define a basic package structure for common logic such as custom indicators, algorithms, mathematical procedures, etc. A custom vectorbt indicator has been defined in a
ge.analysis.indicatorsalong with a test.To show how to define and use custom vectorbt indicators. This may help people new to vectorbt (e.g. me) to get familiar with the procedures. It will definitely save time if we are all aware of the features that the underlying framework provides. The custom-defined indicator is based on source code in the vectorbt repository. There is also a notebook that shows how to initialize and use a custom indicator.
To show how to use Numba to optimize Python source code. Numba is a JIT compiler that generates LLVM code from Python code, and it can speed up computational processes.