quantlib.utils package

Submodules

quantlib.utils.line module

quantlib.utils.line.line_wrap(history: BarHistory, line: Line, search_range: int, cur_bar_idx: int) → bool

Check if the line wraps other bars within the search range in the given bar history.

Parameters:

• history (BarHistory) – Bar History object representing the price history

• line (Line) – A line consists of two bars

• search_range (int) – distance to search

• cur_bar_idx (int) – Index of current bar

Raises:

ValueError – Invalid Line Mode

Returns:

Whether the line wraps other bars within the search range

Return type:

bool

Module contents