v3.23

2026-08-20 15:28:08 +00:00 · 2024-10-29 13:04:45 +01:00
parent 9eb0baa85c
commit 4f0150a552
45 changed files with 9896 additions and 0 deletions
@@ -0,0 +1,125 @@
+# Tick and Ticks
+Module for working with price ticks.
+
+## Table of Contents
+- [Tick](#tick)
+  - [\_\_init\_\_](#tick.__init__)
+  - [set\_attributes](#tick.set_attributes)
+- [Ticks](#ticks)
+  - [\_\_init\_\_](#ticks.__init__)
+  - [ta](#ticks.ta)
+  - [ta\_lib](#ticks.ta_lib)
+  - [data](#ticks.data)
+  - [rename](#ticks.rename)
+
+<a id='tick'></a>
+## Tick
+```python
+class Tick()
+```
+Price Tick of a Financial Instrument.
+#### Attributes
+| Name          | Type       | Description                                                           | Default |
+|---------------|------------|-----------------------------------------------------------------------|---------|
+| `symbol`      | `Symbol`   | The Financial Instrument as a Symbol Object                           | None    |
+| `time`        | `datetime` | Time of the last prices update for the symbol                         | None    |
+| `bid`         | `float`    | Current Bid price                                                     | None    |
+| `ask`         | `float`    | Current Ask price                                                     | None    |
+| `last`        | `float`    | Price of the last deal (Last)                                         | None    |
+| `volume`      | `float`    | Volume for the current Last price                                     | None    |
+| `time_msc`    | `int`      | Time of the last prices update for the symbol in milliseconds         | None    |
+| `flags`       | `TickFlag` | Tick flags                                                            | None    |
+| `volume_real` | `float`    | Volume for the current Last price                                     | None    |
+| `Index`       | `int`      | Custom attribute representing the position of the tick in a sequence. | None    |
+
+<a id="tick.__init__"></a>
+### \_\_init\_\_
+```python
+def __init__(self, **kwargs):
+```
+Initialize the Tick class. Set attributes from keyword arguments.The `bid`, `ask`, `last`, `time` and `volume` must be present
+
+<a id="tick.set_attributes"></a>
+### set\_attributes
+```python
+def set_attributes(**kwargs)
+```
+Set attributes from keyword arguments
+
+<a id="ticks"></a>
+## Ticks
+```python
+class Ticks()
+```
+Container data class for price ticks. Arrange in chronological order. Saves data with a pandas DataFrame.
+Supports iteration, slicing and assignment. Similar to `Candles` class but for price ticks.
+
+#### Attributes
+| Name   | Type        | Description                                               | Default |
+|--------|-------------|-----------------------------------------------------------|---------|
+| `data` | `DataFrame` | DataFrame of price ticks arranged in chronological order. | None    |
+
+<a id="ticks.__init__"></a>
+### \_\_init\_\_
+```python
+def __init__(*, data: DataFrame | Iterable, flip=False)
+```
+Initialize the Ticks class. Creates a DataFrame of price ticks from the data argument.
+#### Arguments:
+| Name   | Type                      | Description                                                                                 | Default |
+|--------|---------------------------|---------------------------------------------------------------------------------------------|---------|
+| `data` | `DataFrame` \| `Iterable` | Dataframe of price ticks or any iterable object that can be converted to a pandas DataFrame | None    |
+| `flip` | `bool`                    | If flip is True reverse data chronological order.                                           | False   |
+
+<a id="ticks.ta"></a>
+### ta
+```python
+@property
+def ta()
+```
+Access to the pandas_ta library for performing technical analysis on the underlying data attribute.
+#### Returns
+| Name        | Type        | Description           |
+|-------------|-------------|-----------------------|
+| `pandas_ta` | `pandas_ta` | The pandas_ta library |
+
+<a id="ticks.ta_lib"></a>
+### ta\_lib
+```python
+@property
+def ta_lib()
+```
+Access to the ta library for performing technical analysis. Not dependent on the underlying data attribute.
+#### Returns
+| Name | Type | Description    |
+|------|------|----------------|
+| `ta` | `ta` | The ta library |
+
+<a id="ticks.data"></a>
+### data
+```python
+@property
+def data() -> DataFrame
+```
+DataFrame of price ticks arranged in chronological order.
+#### Returns
+| Name   | Type        | Description                                               |
+|--------|-------------|-----------------------------------------------------------|
+| `data` | `DataFrame` | DataFrame of price ticks arranged in chronological order. |
+
+<a id="ticks.rename"></a>
+### rename
+```python
+def rename(inplace=True, **kwargs) -> _Ticks | None
+```
+Rename columns of the candle class.
+#### Arguments
+| Name      | Type   | Description                                                                               | Default |
+|-----------|--------|-------------------------------------------------------------------------------------------|---------|
+| `inplace` | `bool` | Rename the columns inplace or return a new instance of the class with the renamed columns | True    |
+| `kwargs`  |        | The new names of the columns                                                              |         |
+#### Returns
+| Type    | Description                                                               |
+|---------|---------------------------------------------------------------------------|
+| `Ticks` | A new instance of the class with the renamed columns if inplace is False. |
+| `None`  | If inplace is True                                                        |