Hi team, been trying to use the Blueshift platform and testing out the Bollinger bands example on the platform for NSE minute data, however constrained by the lack of API docs on the website, like I am not sure what output is the function bollinger_band(px, params['BBands_period']) throwing and what is that "BBands_period" in that example strategy. I also want to see what other parameters does this function accept and how the logic is being calculated to truncate the first few "NaN" entries.
Is there even a minimal version of documentation available?
I totally agree the API docs are mostly minimal or missing. This is because a large part of the API is still fluid. We will release the official API docs once they are frozen. However, for most functions that you import from the built-in blueshift_library, you can see the implementation here. For this particular function, you can see the definition here. These indicator functions are thin wrapper around the ta-lib library functions. If you want customization it is easy to modify the definition (or use the ta-lib functions directly). Note, most of these functions returns the last value (instead of the whole vector of computed values) as in event driven backtesting, the last value is what we want. BBands_period is the lookback for the computation of the indicator (i.e. standard deviation).
Hi Prodipta, Thanks for the github links - certainly helpful since the autocomplete feature on the editor is still in works. Also good to know its just a thin wrapper around ta-lib. Also understood on the part to use the [-1] indexing however just wanted to understand how each and every line works
Happy New Year!