vectorbt 0.28.2__tar.gz → 0.28.5__tar.gz

{vectorbt-0.28.2 → vectorbt-0.28.5}/LICENSE.md

@@ -200,7 +200,7 @@ Licensor: Oleg Polakow
       same "printed page" as the copyright notice for easier
       identification within third-party archives.
 
-   Copyright 2025 Oleg Polakow
+   Copyright 2026 Oleg Polakow
 
    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.

vectorbt-0.28.5/MANIFEST.in

@@ -0,0 +1 @@
+prune docs

vectorbt-0.28.5/PKG-INFO

@@ -0,0 +1,343 @@
+Metadata-Version: 2.4
+Name: vectorbt
+Version: 0.28.5
+Summary: Python library for backtesting and analyzing trading strategies at scale
+Author-email: Oleg Polakow <olegpolakow@vectorbt.pro>
+Project-URL: Homepage, https://github.com/polakowo/vectorbt
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Operating System :: OS Independent
+Classifier: Intended Audience :: Science/Research
+Classifier: Topic :: Software Development
+Classifier: Topic :: Office/Business :: Financial
+Classifier: Topic :: Scientific/Engineering :: Information Analysis
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE.md
+Requires-Dist: numpy>=1.23
+Requires-Dist: pandas<3.0,>=2.0
+Requires-Dist: scipy
+Requires-Dist: matplotlib
+Requires-Dist: plotly>=4.12.0
+Requires-Dist: ipywidgets>=7.0.0
+Requires-Dist: anywidget
+Requires-Dist: numba>=0.60
+Requires-Dist: dill
+Requires-Dist: tqdm
+Requires-Dist: dateparser
+Requires-Dist: imageio
+Requires-Dist: scikit-learn
+Requires-Dist: schedule
+Requires-Dist: requests
+Requires-Dist: pytz
+Requires-Dist: mypy_extensions
+Provides-Extra: full
+Requires-Dist: yfinance>=0.2.22; extra == "full"
+Requires-Dist: python-binance; extra == "full"
+Requires-Dist: ccxt>=4.0.14; extra == "full"
+Requires-Dist: alpaca-py; extra == "full"
+Requires-Dist: ray>=1.4.1; extra == "full"
+Requires-Dist: ta; extra == "full"
+Requires-Dist: pandas-ta-classic; extra == "full"
+Requires-Dist: TA-Lib; extra == "full"
+Requires-Dist: python-telegram-bot<20.0,>=13.4; extra == "full"
+Requires-Dist: quantstats>=0.0.37; extra == "full"
+Provides-Extra: full-no-talib
+Requires-Dist: yfinance>=0.2.22; extra == "full-no-talib"
+Requires-Dist: python-binance; extra == "full-no-talib"
+Requires-Dist: ccxt>=4.0.14; extra == "full-no-talib"
+Requires-Dist: alpaca-py; extra == "full-no-talib"
+Requires-Dist: ray>=1.4.1; extra == "full-no-talib"
+Requires-Dist: ta; extra == "full-no-talib"
+Requires-Dist: pandas-ta-classic; extra == "full-no-talib"
+Requires-Dist: python-telegram-bot<20.0,>=13.4; extra == "full-no-talib"
+Requires-Dist: quantstats>=0.0.37; extra == "full-no-talib"
+Provides-Extra: cov
+Requires-Dist: pytest; extra == "cov"
+Requires-Dist: pytest-cov; extra == "cov"
+Requires-Dist: pytest-xdist; extra == "cov"
+Requires-Dist: codecov; extra == "cov"
+Provides-Extra: docs
+Requires-Dist: mkdocs-material; extra == "docs"
+Requires-Dist: mkdocs-minify-plugin; extra == "docs"
+Requires-Dist: ruamel.yaml; extra == "docs"
+Requires-Dist: mako; extra == "docs"
+Dynamic: license-file
+
+<div align="center">
+    <a href="https://vectorbt.pro/" title="VectorBT PRO">
+        <img src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/logo/header-pro.svg" />
+    </a>
+</div>
+<div align="center">
+    <a href="https://vectorbt.dev/" title="vectorbt">
+        <img src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/logo/header.svg" />
+    </a>
+</div>
+
+<br>
+
+<p align="center">
+    <a href="https://pepy.tech/project/vectorbt" title="Downloads">
+        <img src="https://pepy.tech/badge/vectorbt" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/stargazers" title="Stars">
+        <img src="https://img.shields.io/github/stars/polakowo/vectorbt?style=flat" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/network/members" title="Forks">
+        <img src="https://img.shields.io/github/forks/polakowo/vectorbt?style=flat" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/graphs/contributors" title="Contributors">
+        <img src="https://img.shields.io/github/contributors/polakowo/vectorbt?style=flat" />
+    </a>
+    <a href="https://pypi.org/project/vectorbt" title="PyPI">
+        <img src="https://img.shields.io/pypi/v/vectorbt?color=blueviolet" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/blob/master/LICENSE.md" title="License">
+        <img src="https://img.shields.io/badge/license-Fair%20Code-yellow" />
+    </a>
+    <a href="https://codecov.io/gh/polakowo/vectorbt" title="codecov">
+        <img src="https://codecov.io/gh/polakowo/vectorbt/branch/master/graph/badge.svg?token=YTLNAI7PS3" />
+    </a>
+    <a href="https://vectorbt.dev/" title="Website">
+        <img src="https://img.shields.io/website?url=https://vectorbt.dev/" />
+    </a>
+    <a href="https://mybinder.org/v2/gh/polakowo/vectorbt/HEAD?urlpath=lab" title="Launch Binder">
+        <img src="https://img.shields.io/badge/launch-binder-d6604a" />
+    </a>
+    <a href="https://gitter.im/vectorbt/community?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge" title="Join the chat">
+        <img src="https://badges.gitter.im/vectorbt.svg" />
+    </a>
+    <a href="https://pypi.org/project/vectorbt" title="Supported Python versions">
+        <img src="https://img.shields.io/pypi/pyversions/vectorbt.svg?logo=python&logoColor=white" />
+    </a>
+</p>
+
+Test thousands of trading ideas in seconds, analyze portfolios across markets and timeframes, and uncover what works with minimal code. Built for both human researchers and AI agents, VectorBT combines rapid experimentation with a mature, battle-tested backtesting stack shaped by years of community use.
+
+VectorBT is the open-source, community edition of [VectorBT PRO](https://vectorbt.pro/), a state-of-the-art hybrid backtesting library.
+
+## Features
+
+- Fast, vectorized backtesting and strategy research on pandas/NumPy, accelerated with Numba
+- Pandas-native API with custom accessors and high-performance operations
+- Flexible broadcasting for multi-asset analysis and large parameter sweeps
+- Rich indicator ecosystem with support for custom indicators and popular TA libraries (TA-Lib, Pandas TA, etc.)
+- Portfolio backtesting with trades, positions, drawdowns, and performance analysis (incl. QuantStats)
+- Signal-based tooling for generation, ranking, mapping, and distribution analysis
+- Built-in data access (Yahoo Finance, CCXT, Alpaca, etc.), preprocessing, and random data generation
+- Robustness testing, walk-forward optimization, and label generation for ML workflows
+- Interactive visualization with Plotly, Jupyter widgets, and browser-friendly dashboards
+- Automation support for scheduled updates and Telegram notifications
+- Composable Python API suitable for rapid experimentation and AI agent-driven workflows
+
+## Installation
+
+```sh
+pip install -U vectorbt
+```
+
+To install optional dependencies as well:
+
+```sh
+pip install -U "vectorbt[full]"
+```
+
+## Usage
+
+VectorBT lets you backtest strategies in just a few lines of Python.
+
+* Profit from investing $100 in Bitcoin since 2014:
+
+```python
+import vectorbt as vbt
+
+data = vbt.YFData.download("BTC-USD")
+price = data.get("Close")
+
+pf = vbt.Portfolio.from_holding(price, init_cash=100)
+print(pf.total_profit())
+```
+
+```plaintext
+19501.10906763755
+```
+
+* Buy when the 10-day SMA crosses above the 50-day SMA, and sell on the opposite crossover:
+
+```python
+fast_ma = vbt.MA.run(price, 10)
+slow_ma = vbt.MA.run(price, 50)
+entries = fast_ma.ma_crossed_above(slow_ma)
+exits = fast_ma.ma_crossed_below(slow_ma)
+
+pf = vbt.Portfolio.from_signals(price, entries, exits, init_cash=100)
+print(pf.total_profit())
+```
+
+```plaintext
+34417.80960086067
+```
+
+* Generate 1,000 strategies with random signals and test them on BTC and ETH:
+
+```python
+import numpy as np
+
+symbols = ["BTC-USD", "ETH-USD"]
+data = vbt.YFData.download(symbols, missing_index="drop")
+price = data.get("Close")
+
+n = np.random.randint(10, 101, size=1000).tolist()
+pf = vbt.Portfolio.from_random_signals(price, n=n, init_cash=100, seed=42)
+
+mean_expectancy = pf.trades.expectancy().groupby(["randnx_n", "symbol"]).mean()
+fig = mean_expectancy.unstack().vbt.scatterplot(xaxis_title="randnx_n", yaxis_title="mean_expectancy")
+fig.show()
+```
+
+![](https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_rand_scatter.svg)
+
+* For hyperparameter optimization fans: test 10,000 window combinations of a dual-SMA crossover strategy on BTC, ETH, and XRP:
+
+```python
+symbols = ["BTC-USD", "ETH-USD", "XRP-USD"]
+data = vbt.YFData.download(symbols, missing_index="drop")
+price = data.get("Close")
+
+windows = np.arange(2, 101)
+fast_ma, slow_ma = vbt.MA.run_combs(price, window=windows, r=2, short_names=["fast", "slow"])
+entries = fast_ma.ma_crossed_above(slow_ma)
+exits = fast_ma.ma_crossed_below(slow_ma)
+
+pf = vbt.Portfolio.from_signals(price, entries, exits, size=np.inf, fees=0.001, freq="1D")
+
+fig = pf.total_return().vbt.heatmap(
+    x_level="fast_window", y_level="slow_window", slider_level="symbol", symmetric=True,
+    trace_kwargs=dict(colorbar=dict(title="Total return", tickformat="%")))
+fig.show()
+```
+
+<img width="750" src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_dmac_heatmap.gif">
+
+Inspect any strategy configuration by indexing with pandas:
+
+```python
+print(pf[(10, 20, "ETH-USD")].stats())
+```
+
+```plaintext
+Start                          2017-11-09 00:00:00+00:00
+End                            2026-01-03 00:00:00+00:00
+Period                                2978 days 00:00:00
+Start Value                                        100.0
+End Value                                    1604.093789
+Total Return [%]                             1504.093789
+Benchmark Return [%]                          866.094127
+Max Gross Exposure [%]                             100.0
+Total Fees Paid                               204.226289
+Max Drawdown [%]                               70.734951
+Max Drawdown Duration                 1095 days 00:00:00
+Total Trades                                          81
+Total Closed Trades                                   80
+Total Open Trades                                      1
+Open Trade PnL                                -14.232533
+Win Rate [%]                                       41.25
+Best Trade [%]                                120.511071
+Worst Trade [%]                               -27.772271
+Avg Winning Trade [%]                          27.265519
+Avg Losing Trade [%]                           -9.022864
+Avg Winning Trade Duration    32 days 20:21:49.090909091
+Avg Losing Trade Duration      8 days 16:51:03.829787234
+Profit Factor                                   1.275515
+Expectancy                                     18.979079
+Sharpe Ratio                                    0.861945
+Calmar Ratio                                    0.572758
+Omega Ratio                                      1.20277
+Sortino Ratio                                   1.301377
+Name: (10, 20, ETH-USD), dtype: object
+```
+
+Same goes for plotting:
+
+```python
+pf[(10, 20, "ETH-USD")].plot().show()
+```
+
+![](https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_dmac_portfolio.svg)
+
+It's not all about backtesting! VectorBT can also help with financial data analysis and visualization.
+
+* Create a GIF that animates Bollinger Bands %B and bandwidth across multiple symbols:
+
+```python
+symbols = ["BTC-USD", "ETH-USD", "XRP-USD"]
+data = vbt.YFData.download(symbols, period="6mo", missing_index="drop")
+price = data.get("Close")
+bbands = vbt.BBANDS.run(price)
+
+def plot(index, bbands):
+    bbands = bbands.loc[index]
+    fig = vbt.make_subplots(
+        rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.15,
+        subplot_titles=("%B", "Bandwidth"))
+    fig.update_layout(showlegend=False, width=750, height=400)
+    bbands.percent_b.vbt.ts_heatmap(
+        trace_kwargs=dict(zmin=0, zmid=0.5, zmax=1, colorscale="Spectral", colorbar=dict(
+            y=(fig.layout.yaxis.domain[0] + fig.layout.yaxis.domain[1]) / 2, len=0.5
+        )), add_trace_kwargs=dict(row=1, col=1), fig=fig)
+    bbands.bandwidth.vbt.ts_heatmap(
+        trace_kwargs=dict(colorbar=dict(
+            y=(fig.layout.yaxis2.domain[0] + fig.layout.yaxis2.domain[1]) / 2, len=0.5
+        )), add_trace_kwargs=dict(row=2, col=1), fig=fig)
+    return fig
+
+vbt.save_animation("bbands.gif", bbands.wrapper.index, plot, bbands, delta=90, step=3, fps=3)
+```
+
+```plaintext
+100%|██████████| 31/31 [00:21<00:00,  1.21it/s]
+```
+
+<img width="750" src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_bbands.gif">
+
+This is just the tip of the iceberg. Visit the [website](https://vectorbt.dev/) to learn more.
+
+## Apps
+
+### Candlestick Patterns ([here](https://github.com/polakowo/vectorbt/blob/master/apps/candlestick-patterns/))
+
+Explore candlestick-pattern signals interactively and backtest them with VectorBT.
+
+[![teaser.png](https://raw.githubusercontent.com/polakowo/vectorbt/master/apps/candlestick-patterns/assets/teaser.png)](https://github.com/polakowo/vectorbt/blob/master/apps/candlestick-patterns/)
+
+## Links
+
+* [Website](https://vectorbt.dev/)
+* [Docker images](https://hub.docker.com/r/polakowo/vectorbt)
+* [Colab notebook](https://colab.research.google.com/drive/1ibqyrf6LPFlzRb6mkPpl3hxqL6ryNBXI?usp=sharing)
+
+## License
+
+This work is [fair-code](http://faircode.io/) distributed under the [Apache 2.0 with Commons Clause](https://github.com/polakowo/vectorbt/blob/master/LICENSE.md) license.
+
+The source code is open, and everyone (individuals and organizations) may use it for free. However, you may not sell products or services that are primarily this software.
+
+If you have questions or want to request a license exception, please [contact the author](mailto:olegpolakow@vectorbt.pro).
+
+Installing optional dependencies may be subject to a more restrictive license.
+
+## Star history
+
+[![Star History Chart](https://api.star-history.com/svg?repos=polakowo/vectorbt&type=Timeline)](https://star-history.com/#polakowo/vectorbt&Timeline)
+
+## Disclaimer
+
+This software is for educational purposes only. Do not risk money you cannot afford to lose.
+
+USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.

vectorbt-0.28.5/README.md

@@ -0,0 +1,272 @@
+<div align="center">
+    <a href="https://vectorbt.pro/" title="VectorBT PRO">
+        <img src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/logo/header-pro.svg" />
+    </a>
+</div>
+<div align="center">
+    <a href="https://vectorbt.dev/" title="vectorbt">
+        <img src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/logo/header.svg" />
+    </a>
+</div>
+
+<br>
+
+<p align="center">
+    <a href="https://pepy.tech/project/vectorbt" title="Downloads">
+        <img src="https://pepy.tech/badge/vectorbt" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/stargazers" title="Stars">
+        <img src="https://img.shields.io/github/stars/polakowo/vectorbt?style=flat" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/network/members" title="Forks">
+        <img src="https://img.shields.io/github/forks/polakowo/vectorbt?style=flat" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/graphs/contributors" title="Contributors">
+        <img src="https://img.shields.io/github/contributors/polakowo/vectorbt?style=flat" />
+    </a>
+    <a href="https://pypi.org/project/vectorbt" title="PyPI">
+        <img src="https://img.shields.io/pypi/v/vectorbt?color=blueviolet" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/blob/master/LICENSE.md" title="License">
+        <img src="https://img.shields.io/badge/license-Fair%20Code-yellow" />
+    </a>
+    <a href="https://codecov.io/gh/polakowo/vectorbt" title="codecov">
+        <img src="https://codecov.io/gh/polakowo/vectorbt/branch/master/graph/badge.svg?token=YTLNAI7PS3" />
+    </a>
+    <a href="https://vectorbt.dev/" title="Website">
+        <img src="https://img.shields.io/website?url=https://vectorbt.dev/" />
+    </a>
+    <a href="https://mybinder.org/v2/gh/polakowo/vectorbt/HEAD?urlpath=lab" title="Launch Binder">
+        <img src="https://img.shields.io/badge/launch-binder-d6604a" />
+    </a>
+    <a href="https://gitter.im/vectorbt/community?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge" title="Join the chat">
+        <img src="https://badges.gitter.im/vectorbt.svg" />
+    </a>
+    <a href="https://pypi.org/project/vectorbt" title="Supported Python versions">
+        <img src="https://img.shields.io/pypi/pyversions/vectorbt.svg?logo=python&logoColor=white" />
+    </a>
+</p>
+
+Test thousands of trading ideas in seconds, analyze portfolios across markets and timeframes, and uncover what works with minimal code. Built for both human researchers and AI agents, VectorBT combines rapid experimentation with a mature, battle-tested backtesting stack shaped by years of community use.
+
+VectorBT is the open-source, community edition of [VectorBT PRO](https://vectorbt.pro/), a state-of-the-art hybrid backtesting library.
+
+## Features
+
+- Fast, vectorized backtesting and strategy research on pandas/NumPy, accelerated with Numba
+- Pandas-native API with custom accessors and high-performance operations
+- Flexible broadcasting for multi-asset analysis and large parameter sweeps
+- Rich indicator ecosystem with support for custom indicators and popular TA libraries (TA-Lib, Pandas TA, etc.)
+- Portfolio backtesting with trades, positions, drawdowns, and performance analysis (incl. QuantStats)
+- Signal-based tooling for generation, ranking, mapping, and distribution analysis
+- Built-in data access (Yahoo Finance, CCXT, Alpaca, etc.), preprocessing, and random data generation
+- Robustness testing, walk-forward optimization, and label generation for ML workflows
+- Interactive visualization with Plotly, Jupyter widgets, and browser-friendly dashboards
+- Automation support for scheduled updates and Telegram notifications
+- Composable Python API suitable for rapid experimentation and AI agent-driven workflows
+
+## Installation
+
+```sh
+pip install -U vectorbt
+```
+
+To install optional dependencies as well:
+
+```sh
+pip install -U "vectorbt[full]"
+```
+
+## Usage
+
+VectorBT lets you backtest strategies in just a few lines of Python.
+
+* Profit from investing $100 in Bitcoin since 2014:
+
+```python
+import vectorbt as vbt
+
+data = vbt.YFData.download("BTC-USD")
+price = data.get("Close")
+
+pf = vbt.Portfolio.from_holding(price, init_cash=100)
+print(pf.total_profit())
+```
+
+```plaintext
+19501.10906763755
+```
+
+* Buy when the 10-day SMA crosses above the 50-day SMA, and sell on the opposite crossover:
+
+```python
+fast_ma = vbt.MA.run(price, 10)
+slow_ma = vbt.MA.run(price, 50)
+entries = fast_ma.ma_crossed_above(slow_ma)
+exits = fast_ma.ma_crossed_below(slow_ma)
+
+pf = vbt.Portfolio.from_signals(price, entries, exits, init_cash=100)
+print(pf.total_profit())
+```
+
+```plaintext
+34417.80960086067
+```
+
+* Generate 1,000 strategies with random signals and test them on BTC and ETH:
+
+```python
+import numpy as np
+
+symbols = ["BTC-USD", "ETH-USD"]
+data = vbt.YFData.download(symbols, missing_index="drop")
+price = data.get("Close")
+
+n = np.random.randint(10, 101, size=1000).tolist()
+pf = vbt.Portfolio.from_random_signals(price, n=n, init_cash=100, seed=42)
+
+mean_expectancy = pf.trades.expectancy().groupby(["randnx_n", "symbol"]).mean()
+fig = mean_expectancy.unstack().vbt.scatterplot(xaxis_title="randnx_n", yaxis_title="mean_expectancy")
+fig.show()
+```
+
+![](https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_rand_scatter.svg)
+
+* For hyperparameter optimization fans: test 10,000 window combinations of a dual-SMA crossover strategy on BTC, ETH, and XRP:
+
+```python
+symbols = ["BTC-USD", "ETH-USD", "XRP-USD"]
+data = vbt.YFData.download(symbols, missing_index="drop")
+price = data.get("Close")
+
+windows = np.arange(2, 101)
+fast_ma, slow_ma = vbt.MA.run_combs(price, window=windows, r=2, short_names=["fast", "slow"])
+entries = fast_ma.ma_crossed_above(slow_ma)
+exits = fast_ma.ma_crossed_below(slow_ma)
+
+pf = vbt.Portfolio.from_signals(price, entries, exits, size=np.inf, fees=0.001, freq="1D")
+
+fig = pf.total_return().vbt.heatmap(
+    x_level="fast_window", y_level="slow_window", slider_level="symbol", symmetric=True,
+    trace_kwargs=dict(colorbar=dict(title="Total return", tickformat="%")))
+fig.show()
+```
+
+<img width="750" src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_dmac_heatmap.gif">
+
+Inspect any strategy configuration by indexing with pandas:
+
+```python
+print(pf[(10, 20, "ETH-USD")].stats())
+```
+
+```plaintext
+Start                          2017-11-09 00:00:00+00:00
+End                            2026-01-03 00:00:00+00:00
+Period                                2978 days 00:00:00
+Start Value                                        100.0
+End Value                                    1604.093789
+Total Return [%]                             1504.093789
+Benchmark Return [%]                          866.094127
+Max Gross Exposure [%]                             100.0
+Total Fees Paid                               204.226289
+Max Drawdown [%]                               70.734951
+Max Drawdown Duration                 1095 days 00:00:00
+Total Trades                                          81
+Total Closed Trades                                   80
+Total Open Trades                                      1
+Open Trade PnL                                -14.232533
+Win Rate [%]                                       41.25
+Best Trade [%]                                120.511071
+Worst Trade [%]                               -27.772271
+Avg Winning Trade [%]                          27.265519
+Avg Losing Trade [%]                           -9.022864
+Avg Winning Trade Duration    32 days 20:21:49.090909091
+Avg Losing Trade Duration      8 days 16:51:03.829787234
+Profit Factor                                   1.275515
+Expectancy                                     18.979079
+Sharpe Ratio                                    0.861945
+Calmar Ratio                                    0.572758
+Omega Ratio                                      1.20277
+Sortino Ratio                                   1.301377
+Name: (10, 20, ETH-USD), dtype: object
+```
+
+Same goes for plotting:
+
+```python
+pf[(10, 20, "ETH-USD")].plot().show()
+```
+
+![](https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_dmac_portfolio.svg)
+
+It's not all about backtesting! VectorBT can also help with financial data analysis and visualization.
+
+* Create a GIF that animates Bollinger Bands %B and bandwidth across multiple symbols:
+
+```python
+symbols = ["BTC-USD", "ETH-USD", "XRP-USD"]
+data = vbt.YFData.download(symbols, period="6mo", missing_index="drop")
+price = data.get("Close")
+bbands = vbt.BBANDS.run(price)
+
+def plot(index, bbands):
+    bbands = bbands.loc[index]
+    fig = vbt.make_subplots(
+        rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.15,
+        subplot_titles=("%B", "Bandwidth"))
+    fig.update_layout(showlegend=False, width=750, height=400)
+    bbands.percent_b.vbt.ts_heatmap(
+        trace_kwargs=dict(zmin=0, zmid=0.5, zmax=1, colorscale="Spectral", colorbar=dict(
+            y=(fig.layout.yaxis.domain[0] + fig.layout.yaxis.domain[1]) / 2, len=0.5
+        )), add_trace_kwargs=dict(row=1, col=1), fig=fig)
+    bbands.bandwidth.vbt.ts_heatmap(
+        trace_kwargs=dict(colorbar=dict(
+            y=(fig.layout.yaxis2.domain[0] + fig.layout.yaxis2.domain[1]) / 2, len=0.5
+        )), add_trace_kwargs=dict(row=2, col=1), fig=fig)
+    return fig
+
+vbt.save_animation("bbands.gif", bbands.wrapper.index, plot, bbands, delta=90, step=3, fps=3)
+```
+
+```plaintext
+100%|██████████| 31/31 [00:21<00:00,  1.21it/s]
+```
+
+<img width="750" src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_bbands.gif">
+
+This is just the tip of the iceberg. Visit the [website](https://vectorbt.dev/) to learn more.
+
+## Apps
+
+### Candlestick Patterns ([here](https://github.com/polakowo/vectorbt/blob/master/apps/candlestick-patterns/))
+
+Explore candlestick-pattern signals interactively and backtest them with VectorBT.
+
+[![teaser.png](https://raw.githubusercontent.com/polakowo/vectorbt/master/apps/candlestick-patterns/assets/teaser.png)](https://github.com/polakowo/vectorbt/blob/master/apps/candlestick-patterns/)
+
+## Links
+
+* [Website](https://vectorbt.dev/)
+* [Docker images](https://hub.docker.com/r/polakowo/vectorbt)
+* [Colab notebook](https://colab.research.google.com/drive/1ibqyrf6LPFlzRb6mkPpl3hxqL6ryNBXI?usp=sharing)
+
+## License
+
+This work is [fair-code](http://faircode.io/) distributed under the [Apache 2.0 with Commons Clause](https://github.com/polakowo/vectorbt/blob/master/LICENSE.md) license.
+
+The source code is open, and everyone (individuals and organizations) may use it for free. However, you may not sell products or services that are primarily this software.
+
+If you have questions or want to request a license exception, please [contact the author](mailto:olegpolakow@vectorbt.pro).
+
+Installing optional dependencies may be subject to a more restrictive license.
+
+## Star history
+
+[![Star History Chart](https://api.star-history.com/svg?repos=polakowo/vectorbt&type=Timeline)](https://star-history.com/#polakowo/vectorbt&Timeline)
+
+## Disclaimer
+
+This software is for educational purposes only. Do not risk money you cannot afford to lose.
+
+USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.