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Update README
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polakowo committed Mar 16, 2021
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Expand Up @@ -295,7 +295,7 @@ method is flexible towards inputs and can work on both Series and DataFrames.
86.2 ms ± 7.97 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
```

- Splitting functions for cross-validation in time series
- Splitting functions for time series cross-validation
- Supports [scikit-learn](https://github.com/scikit-learn/scikit-learn) splitters

```python-repl
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```

- Signal factory for building iterative signal generators
- Includes basic generators such for random signals
- Includes basic generators such for random signal generation

```python-repl
>>> rand = vbt.RAND.run(n=[0, 1, 2], input_shape=(6,), seed=42)
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- Accepts signals, orders, and custom order function
- Supports long and short positions
- Supports individual and multi-asset mixed portfolios
- Has metrics and tools for analyzing returns, orders, trades and positions
- Offers metrics and tools for analyzing returns, orders, trades and positions
- Allows saving and loading from disk using [dill](https://github.com/uqfoundation/dill)

```python-repl
Expand All @@ -383,31 +383,23 @@ rand_n 0 1 2
- Moving average, Bollinger Bands, RSI, Stochastic, MACD, and more
- Each indicator has methods for generating signals and plotting
- Each indicator takes arbitrary parameter combinations, from arrays to Cartesian products
- Supports [TA-Lib](https://github.com/mrjbq7/ta-lib) indicators out of the box
- Can integrate third-party indicators, such as [pandas-ta](https://github.com/twopirllc/pandas-ta)
- Supports parallelization with [Ray](https://github.com/ray-project/ray)

```python-repl
>>> vbt.MA.run([1, 2, 3], window=[2, 3], ewm=[False, True]).ma
ma_window 2 3
ma_ewm False True
0 NaN NaN
1 1.5 NaN
2 2.5 2.428571
```

- Supports [TA-Lib](https://github.com/mrjbq7/ta-lib) indicators out of the box

```python-repl
>>> SMA = vbt.IndicatorFactory.from_talib('SMA')
>>> SMA.run([1., 2., 3.], timeperiod=[2, 3]).real
>>> SMA.run([1., 2., 3., 4., 5.], timeperiod=[2, 3]).real
sma_timeperiod 2 3
0 NaN NaN
1 1.5 NaN
2 2.5 2.0
3 3.5 3.0
4 4.5 4.0
```

- Look-ahead indicators and label generators for machine learning
- Search for local extrema, breakout detection, and more
- Label generation for machine learning
- Labeling based on local extrema, breakouts, and more

```python-repl
>>> price = np.cumprod(np.random.uniform(-0.1, 0.1, size=100) + 1)
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