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v4.0.17 no-backtest
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Ichinga Samuel
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# Tick and Ticks
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Module for working with price ticks.
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# ticks
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## Table of Contents
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- [Tick](#tick.tick)
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- [\_\_init\_\_](#tick.__init__)
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- [set_attributes](#tick.set_attributes)
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`aiomql.lib.ticks` — Tick-level price data and technical analysis.
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- [Ticks](#ticks.ticks)
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- [\__init\__](#ticks.__init__)
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- [ta](#ticks.ta)
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- [ta_lib](#ticks.ta_lib)
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- [data](#ticks.data)
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- [rename](#ticks.rename)
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## Overview
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Provides `Tick` (a single tick) and `Ticks` (an ordered collection). Like `Candles`, the
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`Ticks` class wraps a `pandas.DataFrame` and integrates with `pandas_ta`.
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<a id='tick.tick'></a>
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## Tick
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```python
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class Tick()
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```
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Price Tick of a Financial Instrument.
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#### Attributes:
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| Name | Type | Description | Default |
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|---------------|------------|-----------------------------------------------------------------------|---------|
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| `symbol` | `Symbol` | The Financial Instrument as a Symbol Object | None |
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| `time` | `datetime` | Time of the last prices update for the symbol | None |
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| `bid` | `float` | Current Bid price | None |
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| `ask` | `float` | Current Ask price | None |
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| `last` | `float` | Price of the last deal (Last) | None |
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| `volume` | `float` | Volume for the current Last price | None |
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| `time_msc` | `int` | Time of the last prices update for the symbol in milliseconds | None |
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| `flags` | `TickFlag` | Tick flags | None |
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| `volume_real` | `float` | Volume for the current Last price | None |
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| `Index` | `int` | Custom attribute representing the position of the tick in a sequence. | None |
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| `index` | `int` | Index of the tick in the input dataframe object. | None |
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## Classes
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### `Tick`
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<a id="tick.__init__"></a>
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### \__init\__
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```python
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def __init__(self, **kwargs):
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```
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Initialize the Tick class. Set attributes from keyword arguments.The `bid`, `ask`, `last`, `time` and `volume` must be present
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> A single tick (price update).
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| Attribute | Type | Description |
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|-----------|------|-------------|
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| `time` | `int` | Tick time (unix timestamp) |
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| `bid` | `float` | Bid price |
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| `ask` | `float` | Ask price |
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| `last` | `float` | Last price |
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| `volume` | `float` | Volume |
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| `flags` | `int` | Tick flags |
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| `volume_real` | `float` | Real volume |
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| `time_msc` | `int` | Tick time in milliseconds |
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| `Index` | `int` | Position index within a `Ticks` collection |
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<a id="tick.set_attributes"></a>
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### set_attributes
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```python
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def set_attributes(**kwargs)
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```
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Set attributes from keyword arguments
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#### Properties
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| Property | Description |
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|----------|-------------|
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| `dict` | Attribute dictionary |
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<a id="tick.dict"></a>
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### dict
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```python
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def dict(exclude: set = None, include: set = None) -> dict
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```
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Return a dictionary of the tick attributes.
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---
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#### Parameters:
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| Name | Type | Description | Default |
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|-----------|-------|-----------------------------------------------------|---------|
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| `exclude` | `set` | A set of attributes to exclude from the dictionary. | None |
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| `include` | `set` | A set of attributes to include in the dictionary. | None |
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### `Ticks`
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> Ordered collection of ticks backed by a DataFrame.
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<a id="ticks.ticks"></a>
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## Ticks
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```python
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class Ticks
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```
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Container data class for price ticks. Arrange in chronological order. Saves data with a pandas DataFrame.
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Supports iteration, slicing and assignment. Similar to `Candles` class but for price ticks.
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#### Attributes:
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| Name | Type | Description | Default |
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|---------------|-------------|----------------------------------------------------------------------|---------|
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| `data` | `DataFrame` | DataFrame of price ticks arranged in chronological order. | None |
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| `time` | `Series` | Time of the last prices update for the symbol | None |
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| `bid` | `Series` | Current Bid price | None |
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| `ask` | `Series` | Current Ask price | None |
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| `last` | `Series` | Price of the last deal (Last) | None |
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| `volume` | `Series` | Volume for the current Last price | None |
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| `time_msc` | `Series` | Time of the last prices update for the symbol in milliseconds | None |
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| `flags` | `Series` | Tick flags | None |
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| `volume_real` | `Series` | Volume for the current Last price | None |
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| `Index` | `Series` | Custom attribute representing the position of the tick in a sequence | None |
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| `index` | `Series` | Custom attribute representing the index of the tick in the DataFrame | None |
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| Attribute | Type | Description |
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|-----------|------|-------------|
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| `data` | `DataFrame` | The underlying tick data |
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| `Index` | `Series` | Positional index column |
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#### Data Access
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<a id="ticks.__init__"></a>
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### \__init\__
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```python
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def __init__(*, data: DataFrame | Iterable, flip=False):
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```
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Initialize the Ticks class. Creates a DataFrame of price ticks from the data argument.
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#### Arguments:
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| Name | Type | Description | Default |
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|--------|---------------------------|---------------------------------------------------------------------------------------------|---------|
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| `data` | `DataFrame` \| `Iterable` | Dataframe of price ticks or any iterable object that can be converted to a pandas DataFrame | None |
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| `flip` | `bool` | If flip is True reverse data chronological order. | False |
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| Method / Property | Description |
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|-------------------|-------------|
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| `__getitem__(index)` | Get a `Tick` by position or slice |
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| `__len__()` | Number of ticks |
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| `__iter__()` | Iterate over `Tick` objects |
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| `columns` | DataFrame column names |
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| `ta` | Access to `pandas_ta` indicators |
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| `rename(inplace=True, **kwargs)` | Rename columns |
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#### Technical Analysis
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<a id="ticks.ta"></a>
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### ta
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```python
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@property
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def ta()
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```
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Access to the pandas_ta library for performing technical analysis on the underlying data attribute.
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#### Returns:
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| Name | Type | Description |
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|-------------|-------------|-----------------------|
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| `pandas_ta` | `pandas_ta` | The pandas_ta library |
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<a id="ticks.ta_lib"></a>
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### ta_lib
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```python
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@property
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def ta_lib()
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```
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Access to the ta library for performing technical analysis. Not dependent on the underlying data attribute.
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#### Returns:
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| Name | Type | Description |
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|------|------|----------------|
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| `ta` | `ta` | The ta library |
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<a id="ticks.data"></a>
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### data
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```python
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@property
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def data() -> DataFrame
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```
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DataFrame of price ticks arranged in chronological order.
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#### Returns:
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| Name | Type | Description |
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|--------|-------------|-----------------------------------------------------------|
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| `data` | `DataFrame` | DataFrame of price ticks arranged in chronological order. |
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<a id="ticks.rename"></a>
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### rename
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```python
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def rename(inplace=True, **kwargs) -> _Ticks | None
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```
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Rename columns of the candle class.
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#### Arguments:
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| Name | Type | Description | Default |
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|-----------|--------|-------------------------------------------------------------------------------------------|---------|
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| `inplace` | `bool` | Rename the columns inplace or return a new instance of the class with the renamed columns | True |
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| `kwargs` | | The new names of the columns | |
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#### Returns:
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| Type | Description |
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|---------|---------------------------------------------------------------------------|
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| `Ticks` | A new instance of the class with the renamed columns if inplace is False. |
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| `None` | If inplace is True |
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| Method | Description |
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|--------|-------------|
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| `ta_lib(func, *args, **kwargs)` | Run any `pandas_ta` indicator |
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