Pratik Bhadane
43 lines
1.2 KiB
ReStructuredText
43 lines
1.2 KiB
ReStructuredText
Batch Execution API
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===================
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The batch API lets you run indicators on multiple price series in a single
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call. This reduces Python overhead compared to calling the 1-D function in a
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loop and naturally maps to multi-asset / multi-symbol workflows.
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All batch functions accept a 2-D array of shape ``(n_samples, n_series)`` and
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return a 2-D array of the same shape. Passing a 1-D array falls back to the
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single-series behaviour.
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Usage
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-----
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.. code-block:: python
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import numpy as np
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from ferro_ta.batch import batch_sma, batch_ema, batch_rsi, batch_apply
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# 100 bars, 5 symbols
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close = np.random.rand(100, 5) + 50.0
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sma = batch_sma(close, timeperiod=14) # shape (100, 5)
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ema = batch_ema(close, timeperiod=14) # shape (100, 5)
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rsi = batch_rsi(close, timeperiod=14) # shape (100, 5)
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# Apply any indicator using batch_apply
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from ferro_ta import MACD
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# MACD returns a tuple so we wrap it
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def macd_line(c, **kw):
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return MACD(c, **kw)[0]
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macd = batch_apply(close, macd_line) # shape (100, 5)
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API Reference
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-------------
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.. automodule:: ferro_ta.batch
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:no-index:
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:members:
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:undoc-members:
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:show-inheritance:
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