enums module¶
Named tuples and enumerated types.
Defines enums and other schemas for vectorbt.generic.
DrawdownStatus DrawdownStatusT¶
Drawdown status.
{
"Active": 0,
"Recovered": 1
}
RangeStatus RangeStatusT¶
Range status.
{
"Open": 0,
"Closed": 1
}
drawdown_dt dtype[void]¶
np.dtype
of drawdown records.
{
"id": "int64",
"col": "int64",
"peak_idx": "int64",
"start_idx": "int64",
"valley_idx": "int64",
"end_idx": "int64",
"peak_val": "float64",
"valley_val": "float64",
"end_val": "float64",
"status": "int64"
}
range_dt dtype[void]¶
np.dtype
of range records.
{
"id": "int64",
"col": "int64",
"start_idx": "int64",
"end_idx": "int64",
"status": "int64"
}